Blackouts, risk, and fat-tailed distributions
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References listed on IDEAS
- Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004.
"Anomalous waiting times in high-frequency financial data,"
Taylor & Francis Journals, vol. 4(6), pages 695-702.
- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2003. "Anomalous waiting times in high-frequency financial data," Papers cond-mat/0310305, arXiv.org.
- Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2005. "Anomalous waiting times in high-frequency financial data," Papers physics/0505210, arXiv.org.
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Keywordsblackout; risk; fat-tailed distribution; power grid;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-15 (All new papers)
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