%0 Journal Article %1 Serva2006 %A Serva, M. %A Fulco, U. L. %A Gléria, I. M. %A Lyra, M. L. %A Petroni, F. %A Viswanathan, G. M. %D 2006 %J Physica A: Statistical Mechanics and its Applications %K Times analysis series %N 2 %P 393--403 %T A Markov model of financial returns %U http://www.sciencedirect.com/science/article/B6TVG-4HBSJXF-1/1/65b78df5a68f372476831c594da95e90 %V 363

@article{Serva2006, added-at = {2008-04-22T10:36:30.000+0200}, author = {Serva, M. and Fulco, U. L. and Gl{\'e}ria, I. M. and Lyra, M. L. and Petroni, F. and Viswanathan, G. M.}, biburl = {https://www.bibsonomy.org/bibtex/2140d4ddc26357faa53baabeb67014049/smicha}, day = 01, description = {Physica A}, interhash = {1cc1cad05059c8e96b24ee6d99c24f02}, intrahash = {140d4ddc26357faa53baabeb67014049}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Times analysis series}, month = May, number = 2, pages = {393--403}, timestamp = {2008-04-22T11:02:57.000+0200}, title = {A Markov model of financial returns}, url = {http://www.sciencedirect.com/science/article/B6TVG-4HBSJXF-1/1/65b78df5a68f372476831c594da95e90}, volume = 363, year = 2006 }