@article{Matsushita2006, title = {Log-periodic crashes revisited}, author = {Raul Matsushita and Sergio da Silva and Annibal Figueiredo and Iram Gleria}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {May}, pages = {331--335}, url = {http://www.sciencedirect.com/science/article/B6TVG-4H4T208-2/1/0ddc12c71d0285fb9d3953983e91f33e}, volume = {364}, year = {2006}, biburl = {http://www.bibsonomy.org/bibtex/24f3d350c92ba258737063f57cf9cc464/smicha}, description = {Physica A}, keywords = {Crashes } } @article{Matsushita2004, title = {Exponentially damped L{\'e}vy flights, multiscaling, and exchange rates}, author = {Raul Matsushita and Iram Gleria and Annibal Figueiredo and Pushpa Rathie and Sergio Da Silva}, day = {15}, journal = {Physica A: Statistical and Theoretical Physics}, month = {Feb}, pages = {353--369}, url = {http://www.sciencedirect.com/science/article/B6TVG-4B0NP4W-1/1/f2110e4faf3ac8409c6e87e8a60b4eb5}, volume = {333}, year = {2004}, biburl = {http://www.bibsonomy.org/bibtex/235ef72a34289c2a6945dbdfa12463e91/smicha}, description = {Physica A}, keywords = {L{\'e}vy distributions } } @article{Matsushita2007, title = {The Chinese chaos game}, author = {Raul Matsushita and Iram Gleria and Annibal Figueiredo and Sergio Da Silva}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {May}, number = {2}, pages = {427--442}, url = {http://www.sciencedirect.com/science/article/B6TVG-4MSJNKB-2/1/3addccf282301dffb219af7ec185df52}, volume = {378}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/23dbe4f63f3b13301f7ab9f381b44e320/smicha}, description = {Physica A}, keywords = {Chaos game } } @article{Gleria2004, title = {Exponentially damped L{\'e}vy flights, multiscaling and slow convergence in stockmarkets}, author = {Iram Gleria and Annibal Figueiredo and Raul Matsushita and Pushpa Rathie and Sergio Da Silva}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Oct}, number = {1-2}, pages = {200--206}, url = {http://www.sciencedirect.com/science/article/B6TVG-4CDJ7S1-4/1/6a8b8f675bb9341f7e91b7e10387e789}, volume = {342}, year = {2004}, biburl = {http://www.bibsonomy.org/bibtex/2879117bc6775e44ab178fe4eee7298c0/smicha}, description = {Physica A}, keywords = {L{\'e}vy distributions } } @article{Figueiredo2007a, title = {The L{\'e}vy sections theorem: An application to econophysics}, author = {A. Figueiredo and R. Matsushita and S. daSilva and M. Serva and G. M. Viswanathan and C. Nascimento and Iram Gleria}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Dec}, number = {2}, pages = {756--759}, url = {http://www.sciencedirect.com/science/article/B6TVG-4PKXBRJ-2/1/69c48a780ad0e10a6d7b1a336aabbe4e}, volume = {386}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/2b21570051202d95cb3d871a1493c03a1/smicha}, description = {Physica A}, keywords = {Econophysics } } @article{Figueiredo2003, title = {Autocorrelation as a source of truncated L{\'e}vy flights in foreign exchange rates}, author = {Annibal Figueiredo and Iram Gleria and Raul Matsushita and Sergio Da Silva}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {May}, pages = {601--625}, url = {http://www.sciencedirect.com/science/article/B6TVG-47VXT9R-8/1/aca21c3f1e3534641ef789eadfd5da57}, volume = {323}, year = {2003}, biburl = {http://www.bibsonomy.org/bibtex/2aa2fb0a3d289e8a3e46efe9f332f6e09/smicha}, description = {Physica A}, keywords = {L{\'e}vy Truncated flights } } @article{Figueiredo2004a, title = {L{\'e}vy flights, autocorrelation, and slow convergence}, author = {Annibal Figueiredo and Iram Gleria and Raul Matsushita and Sergio Da Silva}, day = {15}, journal = {Physica A: Statistical and Theoretical Physics}, month = {Jun}, number = {3-4}, pages = {369--383}, url = {http://www.sciencedirect.com/science/article/B6TVG-4BSN8WT-2/1/cbca6cce2c4b145b07dfea8f38d455f8}, volume = {337}, year = {2004}, biburl = {http://www.bibsonomy.org/bibtex/2606585b0f5eb64869aac6d78eaf175df/smicha}, description = {Physica A}, keywords = {L{\'e}vy flights } } @article{Figueiredo2005, title = {Financial volatility and independent and identically distributed variables}, author = {Annibal Figueiredo and Iram Gleria and Raul Matsushita and Sergio Da Silva}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Feb}, number = {3-4}, pages = {484--498}, url = {http://www.sciencedirect.com/science/article/B6TVG-4D586R5-3/1/63b575153ca348a86c87461b38fb6bd9}, volume = {346}, year = {2005}, biburl = {http://www.bibsonomy.org/bibtex/2a2c4b646a3ed58bc268e9ce2708fc5ae/smicha}, description = {Physica A}, keywords = {Financial volatility } } @article{Figueiredo2006b, title = {Nonidentically distributed variables and nonlinear autocorrelation}, author = {Annibal Figueiredo and Iram Gleria and Raul Matsushita and Sergio Da Silva}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {May}, number = {2}, pages = {171--180}, url = {http://www.sciencedirect.com/science/article/B6TVG-4H21FNS-1/1/0ee433d69d3c5c4525c7fae04e002444}, volume = {363}, year = {2006}, biburl = {http://www.bibsonomy.org/bibtex/2e5d14d433fc75b845cbc6ce60054b0f4/smicha}, description = {Physica A}, keywords = {Central limit theorem } } @article{Bertrand2007, title = {Critical behavior of a two-species reaction-diffusion problem in 2D}, author = {D. Bertrand and Y. Siqueira and M. L. Lyra and Iram Gleria and C. Argolo}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Dec}, number = {2}, pages = {748--751}, url = {http://www.sciencedirect.com/science/article/B6TVG-4PKPGTC-3/1/8a25564256f48e4a34c8150093e9ba84}, volume = {386}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/2ba294dce900ce293d3667211617b809f/smicha}, description = {Physica A}, keywords = {Diffusive contact process } }