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Artigo de periodico
Bid-ask spread dynamics: large upward jump with geometric catastrophes (2024)
Cerda-Hernández, Jose Javier ; Logachov, Artem ; Yambartsev, Anatoli
Fonte: RAIRO - Operations Research. Unidade: IME
Assuntos: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
CERDA-HERNÁNDEZ, Jose Javier e LOGACHOV, Artem e YAMBARTSEV, Anatoli. Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, v. 58, n. 2, p. 1375-1399, 2024Tradução . . Disponível em: https://doi.org/10.1051/ro/2024039. Acesso em: 09 nov. 2025.
APA
Cerda-Hernández, J. J., Logachov, A., & Yambartsev, A. (2024). Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO - Operations Research, 58( 2), 1375-1399. doi:10.1051/ro/2024039
NLM
Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1051/ro/2024039
Vancouver
Cerda-Hernández JJ, Logachov A, Yambartsev A. Bid-ask spread dynamics: large upward jump with geometric catastrophes [Internet]. RAIRO - Operations Research. 2024 ; 58( 2): 1375-1399.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1051/ro/2024039
Artigo de periodico
Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime (2023)
Rojas, Helder ; Logachov, Artem; Iambartsev, Anatoli
Fonte: Mathematics. Unidade: IME
Assuntos: PROBABILIDADE, PROCESSOS ESTOCÁSTICOS, PROCESSOS DE MARKOV
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ROJAS, Helder e LOGACHOV, Artem e IAMBARTSEV, Anatoli. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime. Mathematics, v. 11, n. artigo 4235, p. 1-24, 2023Tradução . . Disponível em: https://doi.org/10.3390/math11204235. Acesso em: 09 nov. 2025.
APA
Rojas, H., Logachov, A., & Iambartsev, A. (2023). Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime. Mathematics, 11( artigo 4235), 1-24. doi:10.3390/math11204235
NLM
Rojas H, Logachov A, Iambartsev A. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime [Internet]. Mathematics. 2023 ; 11( artigo 4235): 1-24.[citado 2025 nov. 09 ] Available from: https://doi.org/10.3390/math11204235
Vancouver
Rojas H, Logachov A, Iambartsev A. Order book dynamics with liquidity fluctuations: asymptotic analysis of highly competitive regime [Internet]. Mathematics. 2023 ; 11( artigo 4235): 1-24.[citado 2025 nov. 09 ] Available from: https://doi.org/10.3390/math11204235
Artigo de periodico
A novel Bounded real lemma for discrete-time Markov jump linear singular systems (2022)
Guerrero, Jorge Christian ; Chávez-Fuentes, Jorge Richard ; Silva, Juan Eduardo Casavilca ; Costa, Eduardo Fontoura
Fonte: IEEE Control Systems Letters. Unidade: ICMC
Assuntos: PROCESSOS DE MARKOV, SISTEMAS LINEARES, PROCESSOS ESTOCÁSTICOS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
GUERRERO, Jorge Christian et al. A novel Bounded real lemma for discrete-time Markov jump linear singular systems. IEEE Control Systems Letters, v. 6, p. 2281-2286, 2022Tradução . . Disponível em: https://doi.org/10.1109/LCSYS.2022.3144278. Acesso em: 09 nov. 2025.
APA
Guerrero, J. C., Chávez-Fuentes, J. R., Silva, J. E. C., & Costa, E. F. (2022). A novel Bounded real lemma for discrete-time Markov jump linear singular systems. IEEE Control Systems Letters, 6, 2281-2286. doi:10.1109/LCSYS.2022.3144278
NLM
Guerrero JC, Chávez-Fuentes JR, Silva JEC, Costa EF. A novel Bounded real lemma for discrete-time Markov jump linear singular systems [Internet]. IEEE Control Systems Letters. 2022 ; 6 2281-2286.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1109/LCSYS.2022.3144278
Vancouver
Guerrero JC, Chávez-Fuentes JR, Silva JEC, Costa EF. A novel Bounded real lemma for discrete-time Markov jump linear singular systems [Internet]. IEEE Control Systems Letters. 2022 ; 6 2281-2286.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1109/LCSYS.2022.3144278
Artigo de periodico
Riemann manifold Langevin methods on stochastic volatility estimation (2017)
Zevallos, Mauricio; Gasco, Loretta; Ehlers, Ricardo Sandes
Fonte: Communications in Statistics - Simulation and Computation. Unidade: ICMC
Assuntos: PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ZEVALLOS, Mauricio e GASCO, Loretta e EHLERS, Ricardo Sandes. Riemann manifold Langevin methods on stochastic volatility estimation. Communications in Statistics - Simulation and Computation, v. 46, n. 10, p. 7942-7956, 2017Tradução . . Disponível em: https://doi.org/10.1080/03610918.2016.1255972. Acesso em: 09 nov. 2025.
APA
Zevallos, M., Gasco, L., & Ehlers, R. S. (2017). Riemann manifold Langevin methods on stochastic volatility estimation. Communications in Statistics - Simulation and Computation, 46( 10), 7942-7956. doi:10.1080/03610918.2016.1255972
NLM
Zevallos M, Gasco L, Ehlers RS. Riemann manifold Langevin methods on stochastic volatility estimation [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 10): 7942-7956.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1080/03610918.2016.1255972
Vancouver
Zevallos M, Gasco L, Ehlers RS. Riemann manifold Langevin methods on stochastic volatility estimation [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 10): 7942-7956.[citado 2025 nov. 09 ] Available from: https://doi.org/10.1080/03610918.2016.1255972

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