%0 Journal Article %1 Vicente2006 %A Vicente, Renato %A de Toledo, Charles M. %A Leite, Vitor B. P. %A Caticha, Nestor %D 2006 %J Physica A: Statistical Mechanics and its Applications %K Econophysics %N 1 %P 272--288 %T Underlying dynamics of typical fluctuations of an emerging market price index: The Heston model from minutes to months %U http://www.sciencedirect.com/science/article/B6TVG-4GVH2H0-2/1/a8b69e049cb238d045e16e23e5277146 %V 361

@article{Vicente2006, added-at = {2008-04-22T10:36:30.000+0200}, author = {Vicente, Renato and de Toledo, Charles M. and Leite, Vitor B. P. and Caticha, Nestor}, biburl = {https://www.bibsonomy.org/bibtex/282eec3e187a9f4b2b95eeac8c0619ca2/smicha}, day = 15, description = {Physica A}, interhash = {26fb447169cc02e8c1548cdaf8669255}, intrahash = {82eec3e187a9f4b2b95eeac8c0619ca2}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Econophysics}, month = Feb, number = 1, pages = {272--288}, timestamp = {2008-04-22T11:04:39.000+0200}, title = {Underlying dynamics of typical fluctuations of an emerging market price index: The Heston model from minutes to months}, url = {http://www.sciencedirect.com/science/article/B6TVG-4GVH2H0-2/1/a8b69e049cb238d045e16e23e5277146}, volume = 361, year = 2006 }