Narrow search
Showing 1 - 10 of 16
Cover Image
On Log-Periodic Crashes
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005077016
Cover Image
Log-Periodic Crashes Revisited
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005561725
Cover Image
Log-Periodicity in High Frequency Financial Series
Silva, Sergio Da; Matsushita, Raul; Gleria, Iram; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134653
Cover Image
Financial Volatility and Independent and Identically Distributed Variables
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134738
Cover Image
On the origins of truncated Lévy flights
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134808
Cover Image
Nonidentically distributed variables and nonlinear autocorrelation
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005134944
Cover Image
The Econophysics of the Brazilian Real-US Dollar Rate
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134956
Cover Image
Autocorrelation and the Sum of Stochastic Variables
Silva, Sergio Da - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005413028
Cover Image
Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
Silva, Sergio Da - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005413081
Cover Image
Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers
Santos, Andre; Tusi, Joao; Jr, Newton Da Costa; Silva, … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005561597