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WAITING TIME DISTRIBUTIONS FOR FINANCIAL MARKETS

WAITING TIME DISTRIBUTIONS FOR FINANCIAL MARKETS. Lorenzo Sabatelli 1,2 , Shane Keating 1 , Jonathan Dudley 1 and Peter Richmond 1 1 Department of Physics, Trinity College Dublin 2, Ireland and 2 Hibernian Investment Managers, IFSC, Dublin 1, Ireland.

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WAITING TIME DISTRIBUTIONS FOR FINANCIAL MARKETS