@article{Baviera2002,
  author = {Roberto Baviera and Michele Pasquini and Maurizio Serva and Davide Vergni and Angelo Vulpiani},
  title = {Antipersistent Markov behavior in foreign exchange markets},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2002},
  volume = {312},
  number = {3-4},
  pages = {565--576},
  url = {http://www.sciencedirect.com/science/article/B6TVG-463Y4FM-4/1/560f8e1db47a0f1eb0db586a22dde5cf}
}

@article{Baviera2001,
  author = {Roberto Baviera and Michele Pasquini and Maurizio Serva and Davide Vergni and Angelo Vulpiani},
  title = {Correlations and multi-affinity in high frequency financial datasets},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2001},
  volume = {300},
  number = {3-4},
  pages = {551--557},
  url = {http://www.sciencedirect.com/science/article/B6TVG-447D0TR-J/1/e8f1a5012fa82f0f63de777e6424bbeb}
}

@article{Berardi2005,
  author = {Luca Berardi and Maurizio Serva},
  title = {Time and foreign exchange markets},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2005},
  volume = {353},
  pages = {403--412},
  url = {http://www.sciencedirect.com/science/article/B6TVG-4FJNT8M-6/1/07db1d245b372dc6648813c27a78c1ae}
}

@article{Figueiredo2007a,
  author = {A. Figueiredo and R. Matsushita and S. daSilva and M. Serva and G. M. Viswanathan and C. Nascimento and Iram Gleria},
  title = {The Lévy sections theorem: An application to econophysics},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2007},
  volume = {386},
  number = {2},
  pages = {756--759},
  url = {http://www.sciencedirect.com/science/article/B6TVG-4PKXBRJ-2/1/69c48a780ad0e10a6d7b1a336aabbe4e}
}

@article{Pasquini1999,
  author = {Michele Pasquini and Maurizio Serva},
  title = {Multiscaling and clustering of volatility},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {1999},
  volume = {269},
  number = {1},
  pages = {140--147},
  url = {http://www.sciencedirect.com/science/article/B6TVG-3X23JN8-J/1/c15cc7b485ebfe31432fdc0fad5f81ed}
}

@article{Petroni2004,
  author = {Filippo Petroni and Maurizio Serva},
  title = {Real prices from spot foreign exchange market},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2004},
  volume = {344},
  number = {1-2},
  pages = {194--197},
  url = {http://www.sciencedirect.com/science/article/B6TVG-4CXKN13-2/1/32d61ecc64eeff382133adb1ac60d0f5}
}

@article{Serva2004,
  author = {Maurizio Serva},
  title = {Lack of self-averaging and family trees},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2004},
  volume = {332},
  pages = {387--393},
  url = {http://www.sciencedirect.com/science/article/B6TVG-49YH4JK-3/1/158f547e99a04e56e214c322c740ee6e}
}

@article{Serva2001,
  author = {Maurizio Serva},
  title = {Random dynamical systems, entropies and information},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2001},
  volume = {290},
  number = {1-2},
  pages = {243--250},
  url = {http://www.sciencedirect.com/science/article/B6TVG-4234CV5-1G/1/e0a55549024eb902cb4c60a0315f3d42}
}

@article{Serva2006,
  author = {M. Serva and U. L. Fulco and I. M. Gléria and M. L. Lyra and F. Petroni and G. M. Viswanathan},
  title = {A Markov model of financial returns},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2006},
  volume = {363},
  number = {2},
  pages = {393--403},
  url = {http://www.sciencedirect.com/science/article/B6TVG-4HBSJXF-1/1/65b78df5a68f372476831c594da95e90}
}

@article{Viswanathan2003,
  author = {G. M. Viswanathan and U. L. Fulco and M. L. Lyra and M. Serva},
  title = {The origin of fat-tailed distributions in financial time series},
  journal = {Physica A: Statistical Mechanics and its Applications},
  year = {2003},
  volume = {329},
  number = {1-2},
  pages = {273--280},
  url = {http://www.sciencedirect.com/science/article/B6TVG-493P702-5/1/83bfc854ad643e466bfd841af2c02429}
}