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Underlying dynamics of typical fluctuations of an emerging market price index the Heston model from minutes to months

Renato Vicente C M Toledo; V B P Leite; Nestor Caticha

Physica A - Statistical Mechanics and its Applications Amsterdam v. 361, n. 1, p. 272-288, 2006

Amsterdam 2006

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Non-stationary correlation matrices and noise

Andre Cavalcanti Rocha Martins

Physica A : statistical mechanics and its applications Amsterdam v. 379, n. 2, p. 552-558, jun. 2007

Amsterdam 2007

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Random, but not so much a parameterization for the returns and correlation matrix of financial time series

Andre Cavalcanti Rocha Martins

Physica A : statistical mechanics and its applications Amsterdam v. 383, n. 2, p. 527-532, sept. 2007

Amsterdam 2007

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Dispersion and uncertainty in multislit matter wave diffraction

G Glionna A H Blin; B Hiller; Maria Carolina Nemes; Marcos Sampaio; Antonio Fernando Ribeiro de Toledo Piza

Physica A - Statistical Mechanics and its Applications v. 387, n. 7, p. 1485-1490, 2008

Amsterdam 2008

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5
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Multifractality in the random parameter model for multivariate time series

Camilo Rodrigues Neto Andre Cavalcanti Rocha Martins

Physica A : statistical mechanics and its applications Amsterdam v. 388, n. 11, p. 2198-2206, june 2009

Amsterdam 2009

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An opinion dynamics model for the diffusion of innovations

Andre Cavalcanti Rocha Martins Carlos de Brito Pereira; Renato Vicente

Physica A : Statistical Mechanics and its Applications Amsterdan v. 388, n. 15-16, p. 3225-3232, aug. 2009

Amsterdan 2009

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7
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Quantum spin tunneling of magnetization in small ferromagnetic particles

D Galetti B M Pimentel; Celso Luiz Lima; E C Silva

Physica A - Statistical Mechanics and its Applications v. 388, n. 7, p. 1105-1110, 2009

Amsterdam 2009

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8
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The dynamics of cargo driven by molecular motors in the context of asymmetric simple exclusion processes

Carla Goldman Elisa Thomé Sena

Physica A - Statistical Mechanics and its Applications v. 388, n. 17, p. 3455-3464, 2009

Amsterdam 2009

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9
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A Markovian model market Akerlof's lemons and the asymmetry of information

Paulo F. C Tilles Fernando Fagundes Ferreira; Gerson Francisco; Carlos de Brito Pereira; Flávia Mori Sarti

Physica A : Statistical Mechanics and its Applications Amsterdam v. 390, n. 13, p. 2562-2570, july 2011

Amsterdam 2011

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Effects of the spatial heterogeneity on the diversity of ecosystems with resource competition

Misael B. de Souza Júnior Fernando Fagundes Ferreira; Viviane M de Oliveira

Physica A : Statistical Mechanics and its Applications Amsterdam v. 393, p. 312-319, jan. 2014

Amsterdam 2014

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por este autor/creador:

  1. Martins, A
  2. Vicente, R
  3. Pereira, C
  4. Amancio, D
  5. Ferreira, F

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