2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208677We apply the Continuous Time Random Walk (CTRW) framework, introduced in finance by Scalas et al., to the analysis of the probability distribution of time intervals between two consecutive trades in the case of BTP futures prices traded at LIFFE in 1997. Results corroborate the validity of the CTRW approach for the description of the temporal evolution of financial time series.Submitted to Quantitative Finance, Proceedings of Application of Physics in Financial Analysis II, Liege, 13-15 July 2000Disordered Systems and Neural NetworksStatistical MechanicsTrading and Market Microstructuretext