Bibsonomy :: author  ::

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publications

(58)

• The origin of fat-tailed distributions in financial time series
  G. M. Viswanathan and U. L. Fulco and M. L. Lyra and M. Serva Physica A: Statistical Mechanics and its Applications 329 273--280 (2003)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• A Markov model of financial returns
  M. Serva and U. L. Fulco and I. M. Gl{\'e}ria and M. L. Lyra and F. Petroni and G. M. Viswanathan Physica A: Statistical Mechanics and its Applications 363 393--403 (2006)
  to Times analysis series by smicha on 2008-04-22 10:36:30
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• Random dynamical systems, entropies and information
  Maurizio Serva Physica A: Statistical Mechanics and its Applications 290 243--250 (2001)
  to imported by smicha on 2008-04-22 10:36:30
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• Lack of self-averaging and family trees
  Maurizio Serva Physica A: Statistical Mechanics and its Applications 332 387--393 (2004)
  to imported by smicha on 2008-04-22 10:36:30
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• Real prices from spot foreign exchange market
  Filippo Petroni and Maurizio Serva Physica A: Statistical Mechanics and its Applications 344 194--197 (2004)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• Multiscaling and clustering of volatility
  Michele Pasquini and Maurizio Serva Physica A: Statistical Mechanics and its Applications 269 140--147 (1999)
  to Finance by smicha on 2008-04-22 10:36:30
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• The L\'evy sections theorem: An application to econophysics
  A. Figueiredo and R. Matsushita and S. daSilva and M. Serva and G. M. Viswanathan and C. Nascimento and Iram Gleria Physica A: Statistical Mechanics and its Applications 386 756--759 (2007)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• Time and foreign exchange markets
  Luca Berardi and Maurizio Serva Physica A: Statistical Mechanics and its Applications 353 403--412 (2005)
  to Forex markets by smicha on 2008-04-22 10:36:30
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• Correlations and multi-affinity in high frequency financial datasets
  Roberto Baviera and Michele Pasquini and Maurizio Serva and Davide Vergni and Angelo Vulpiani Physica A: Statistical Mechanics and its Applications 300 551--557 (2001)
  to Structure function by smicha on 2008-04-22 10:36:30
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• Antipersistent Markov behavior in foreign exchange markets
  Roberto Baviera and Michele Pasquini and Maurizio Serva and Davide Vergni and Angelo Vulpiani Physica A: Statistical Mechanics and its Applications 312 565--576 (2002)
  to Markov process by smicha on 2008-04-22 10:36:30
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