Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months (2006)
- Autores:
- Autores USP: VICENTE, RENATO - EACH ; ALFONSO, NESTOR FELIPE CATICHA - IF
- Unidades: EACH; IF
- DOI: 10.1016/j.physa.2005.06.095
- Assuntos: MECÂNICA ESTATÍSTICA; MERCADO FINANCEIRO; BOLSA DE VALORES
- Idioma: Inglês
- Imprenta:
- Fonte:
- Título do periódico: Physica A - Statistical Mechanics and its Applications
- ISSN: 0378-4371
- Volume/Número/Paginação/Ano: v. 361, n. 1, p. 272-288, 2006
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: green
-
ABNT
VICENTE, Renato et al. Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months. Physica A - Statistical Mechanics and its Applications, v. 361, n. 1, p. 272-288, 2006Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2005.06.095. Acesso em: 18 abr. 2024. -
APA
Vicente, R., Toledo, C. M., Leite, V. B. P., & Caticha, N. (2006). Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months. Physica A - Statistical Mechanics and its Applications, 361( 1), 272-288. doi:10.1016/j.physa.2005.06.095 -
NLM
Vicente R, Toledo CM, Leite VBP, Caticha N. Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months [Internet]. Physica A - Statistical Mechanics and its Applications. 2006 ; 361( 1): 272-288.[citado 2024 abr. 18 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095 -
Vancouver
Vicente R, Toledo CM, Leite VBP, Caticha N. Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months [Internet]. Physica A - Statistical Mechanics and its Applications. 2006 ; 361( 1): 272-288.[citado 2024 abr. 18 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095 - Moral foundations in an interacting neural networks society
- For whom will the Bayesian agents vote?
- Phase transition from egalitarian to hierarchical societies driven by competition between cognitive and social constraints
- Agent-based social psychology: from neurocognitive processes to social data
- Altruism can proliferate through population viscosity despite high random gene flow
- Moral foundations in an interacting neural networks society: a statistical mechanics analysis
- Long term economic relationships from cointegration maps
- Opinion dynamics of learning agents: does seeking consensus lead to disagreement?
- Opinion dynamics of learning agents: does seeking consensus lead to disagreement?
- Long term economic relationships from cointegration maps
Informações sobre o DOI: 10.1016/j.physa.2005.06.095 (Fonte: oaDOI API)
Como citar
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
