The Pareto distribution (Type Ⅲ) gives a good first approximation to the transaction intervals of Nikkei 225 Futures in the OSE

Naoki Hashimoto, Qi Wu, Limei Zhu, Koji Inui, Kazuo Kishimoto. The Pareto distribution (Type Ⅲ) gives a good first approximation to the transaction intervals of Nikkei 225 Futures in the OSE. JSIAM Lett., 10:9-12, 2018. [doi]

Abstract

Abstract is missing.