BibSonomy publications for /author/de+Queir%7B%5C%27o%7Ds http://www.bibsonomy.org/author/de+Queir%7B%5C%27o%7Ds BibSonomy RSS Feed for /author/de+Queir%7B%5C%27o%7Ds On non-Gaussianity and dependence in financial time series: a nonextensive approach http://www.bibsonomy.org/bibtex/2805e695d3a1dd55426426c2d59abdbb8/smicha smicha 2008-04-23T19:09:19+02:00 imported
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
]]> A multi-interacting-agent model for financial markets Physica A http://www.bibsonomy.org/bibtex/242dafeb8a5dabd0bda809ecbffdfd946/smicha smicha 2008-04-22T10:36:30+02:00 Econophysics
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
]]> On anomalous distributions in intra-day financial time series and non-extensive statistical mechanics Physica A http://www.bibsonomy.org/bibtex/2bc318bc1dc0e598732e699e8c8e889b2/smicha smicha 2008-04-22T10:36:30+02:00 Econophysics
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
]]> Alternative proposal for the generation of the displaced number state Physica A http://www.bibsonomy.org/bibtex/2de040391bac703736ecee458d875c4e9/smicha smicha 2008-04-22T10:36:30+02:00 imported
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
]]> Multi-fractal structure of traded volume in financial markets Physica A http://www.bibsonomy.org/bibtex/258075bc2eff97903f68b13b38d9d46cd/smicha smicha 2008-04-22T10:36:30+02:00 Multi-fractality
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
]]> On the connection between ARCH time series and non-extensive statistical mechanics Physica A http://www.bibsonomy.org/bibtex/23890c3f906cc0d3ebe6a94f69fd19530/smicha smicha 2008-04-22T10:36:30+02:00 Econophysics
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
]]> Yet on statistical properties of traded volume: Correlation and mutual information at different value magnitudes Physica A http://www.bibsonomy.org/bibtex/2589aa0d0dcd2034b3f2b223907ff8cbe/smicha smicha 2008-04-22T10:36:30+02:00 Financial market
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
]]> On new conditions for evaluate long-time scales in superstatistical time series Physica A http://www.bibsonomy.org/bibtex/23449dd7d7df61ba7573e47bf9d418f55/smicha smicha 2008-04-22T10:36:30+02:00 Superstatistics
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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