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Autocorrelation and the Sum of Stochastic Variables
Silva, Sergio Da - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005413028
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Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets
Silva, Sergio Da - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005413081
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On Log-Periodic Crashes
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005077016
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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
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Log-Periodic Crashes Revisited
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005561725
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Stock Selection Based on Cluster Analysis
Jr, Newton Da Costa; Cunha, Jefferson; Silva, Sergio Da - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005561760
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Log-Periodicity in High Frequency Financial Series
Silva, Sergio Da; Matsushita, Raul; Gleria, Iram; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134653
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Exponentially Damped Levy Flights
Silva, Sergio Da - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134726
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Financial Volatility and Independent and Identically Distributed Variables
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134738
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Criticality
Silva, Sergio Da - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134761