Vicente, Renato 
; Toledo, C M; Leite, V B P; Caticha, Nestor
Source: Physica A - Statistical Mechanics and its Applications. Unidades: EACH, IF
Subjects: MECÂNICA ESTATÍSTICA, MERCADO FINANCEIRO, BOLSA DE VALORES
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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: 14 nov. 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.2005.06.095NLM
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 nov. 14 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095Vancouver
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 nov. 14 ] Available from: https://doi.org/10.1016/j.physa.2005.06.095
