Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months (2006)
- Authors:
- USP affiliated authors: VICENTE, RENATO - EACH ; ALFONSO, NESTOR FELIPE CATICHA - IF
- Unidades: EACH; IF
- DOI: 10.1016/j.physa.2005.06.095
- Subjects: MECÂNICA ESTATÍSTICA; MERCADO FINANCEIRO; BOLSA DE VALORES
- Language: Inglês
- Imprenta:
- Source:
- Título: Physica A - Statistical Mechanics and its Applications
- ISSN: 0378-4371
- Volume/Número/Paginação/Ano: v. 361, n. 1, p. 272-288, 2006
- Status:
- Artigo possui versão em acesso aberto em repositório (Green Open Access)
- Versão do Documento:
- Versão submetida (Pré-print)
- Acessar versão aberta:
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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: 02 abr. 2026. -
APA
Vicente, R., Toledo, C. M., Leite, V. B. P., & Caticha Alfonso, N. F. (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 Alfonso NF. 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 2026 abr. 02 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095 -
Vancouver
Vicente R, Toledo CM, Leite VBP, Caticha Alfonso NF. 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 2026 abr. 02 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095 - For whom will the Bayesian agents vote?
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