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publications

(8)

• On non-Gaussianity and dependence in financial time series: a nonextensive approach
  S. M. Duarte Queir{\'O}s Quantitative Finance 5 475--487 (2005)
  to imported by smicha on 2008-04-23 19:09:19
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• A multi-interacting-agent model for financial markets
  S{\'i}lvio M. Duarte Queir{\'o}s and E. M. F. Curado and F. D. Nobre Physica A: Statistical Mechanics and its Applications 374 715--729 (2007)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• On anomalous distributions in intra-day financial time series and non-extensive statistical mechanics
  Silvio M. Duarte Queir{\'o}s Physica A: Statistical Mechanics and its Applications 344 279--283 (2004)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• Alternative proposal for the generation of the displaced number state
  Guilherme C. de Oliveira and Agnaldo R. de Almeida and Iara P. de Queir{\'o}s and Arthur M. Moraes and C{\'e}lia M. A. Dantas Physica A: Statistical Mechanics and its Applications 351 251--259 (2005)
  to imported by smicha on 2008-04-22 10:36:30
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• Multi-fractal structure of traded volume in financial markets
  L. G. Moyano and J. de Souza and S. M. Duarte Queir{\'o}s Physica A: Statistical Mechanics and its Applications 371 118--121 (2006)
  to Multi-fractality by smicha on 2008-04-22 10:36:30
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• On the connection between ARCH time series and non-extensive statistical mechanics
  S{\'i}lvio M. Duarte Queir{\'o}s Physica A: Statistical Mechanics and its Applications 344 619--625 (2004)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• Yet on statistical properties of traded volume: Correlation and mutual information at different value magnitudes
  S. M. Duarte Queir{\'o}s and L. G. Moyano Physica A: Statistical Mechanics and its Applications 383 10--15 (2007)
  to Financial market by smicha on 2008-04-22 10:36:30
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• On new conditions for evaluate long-time scales in superstatistical time series
  Silvio M. Duarte Queir{\'o}s Physica A: Statistical Mechanics and its Applications 385 191--198 (2007)
  to Superstatistics by smicha on 2008-04-22 10:36:30
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