BibSonomy publications for /author/Serva http://www.bibsonomy.org/author/Serva BibSonomy RSS Feed for /author/Serva The origin of fat-tailed distributions in financial time series Physica A http://www.bibsonomy.org/bibtex/2def2f0a6d135b092a217d9e4f64c7037/smicha smicha 2008-04-22T10:36:30+02:00 Econophysics
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
]]> A Markov model of financial returns Physica A http://www.bibsonomy.org/bibtex/2140d4ddc26357faa53baabeb67014049/smicha smicha 2008-04-22T10:36:30+02:00 Times analysis series
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)
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]]> Random dynamical systems, entropies and information Physica A http://www.bibsonomy.org/bibtex/288405127cbaf5493b149ebfd3bdf46a5/smicha smicha 2008-04-22T10:36:30+02:00 imported
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
]]> Lack of self-averaging and family trees Physica A http://www.bibsonomy.org/bibtex/2b025dc32a5ff4d31fd175d4d02580f57/smicha smicha 2008-04-22T10:36:30+02:00 imported
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
]]> Real prices from spot foreign exchange market Physica A http://www.bibsonomy.org/bibtex/2f4bc8ecb500713d22800b8972b0057cc/smicha smicha 2008-04-22T10:36:30+02:00 Econophysics
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
]]> Multiscaling and clustering of volatility Physica A http://www.bibsonomy.org/bibtex/2242a625c3f6afb50f541d62dd66fb037/smicha smicha 2008-04-22T10:36:30+02:00 Finance
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
]]> The L\'evy sections theorem: An application to econophysics Physica A http://www.bibsonomy.org/bibtex/2b21570051202d95cb3d871a1493c03a1/smicha smicha 2008-04-22T10:36:30+02:00 Econophysics
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
]]> Time and foreign exchange markets Physica A http://www.bibsonomy.org/bibtex/2687f35c118189a8cc91fa015a54738a5/smicha smicha 2008-04-22T10:36:30+02:00 Forex markets
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
]]> Correlations and multi-affinity in high frequency financial datasets Physica A http://www.bibsonomy.org/bibtex/2f18120970dbf219c312afa61fe8a41bd/smicha smicha 2008-04-22T10:36:30+02:00 Structure function
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
]]> Antipersistent Markov behavior in foreign exchange markets Physica A http://www.bibsonomy.org/bibtex/29c65d9b1fd329c3fbe11f59ff59284eb/smicha smicha 2008-04-22T10:36:30+02:00 Markov process
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)
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