Bibsonomy
::
author
::
de Queir{\'o}s ::
tag
user
group
author
concept
BibTeX key
search:all
A blue social bookmark and publication sharing system.
tags
·
relations
·
groups
·
popular
help
·
blog
·
about
username:
password:
myFriends
myRelations
mySearch
myPDF
myDuplicates
myBibTeX
login
·
register
bookmarks
publications
(3)
previous | 1 | next
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
|
URL
|
BibTeX
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
|
URL
|
BibTeX
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
|
URL
|
BibTeX
previous | 1 | next
Showing 10 items per page. Show
10
,
25
,
50
,
100
items per page.
tags
Econophysics
Financial
imported
market
Multi-fractality
Superstatistics