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Material Type: Artigo
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Underlying dynamics of typical fluctuations of an emerging market price index the Heston model from minutes to monthsRenato Vicente C M Toledo; V B P Leite; Nestor CatichaPhysica A - Statistical Mechanics and its Applications Amsterdam v. 361, n. 1, p. 272-288, 2006Amsterdam 2006Acesso online |
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Material Type: Artigo
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Non-stationary correlation matrices and noiseAndre Cavalcanti Rocha MartinsPhysica A : statistical mechanics and its applications Amsterdam v. 379, n. 2, p. 552-558, jun. 2007Amsterdam 2007Item não circula. Consulte sua biblioteca.(Acessar) |
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Material Type: Artigo
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Random, but not so much a parameterization for the returns and correlation matrix of financial time seriesAndre Cavalcanti Rocha MartinsPhysica A : statistical mechanics and its applications Amsterdam v. 383, n. 2, p. 527-532, sept. 2007Amsterdam 2007Item não circula. Consulte sua biblioteca.(Acessar) |
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Material Type: Artigo
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Dispersion and uncertainty in multislit matter wave diffractionG Glionna A H Blin; B Hiller; Maria Carolina Nemes; Marcos Sampaio; Antonio Fernando Ribeiro de Toledo PizaPhysica A - Statistical Mechanics and its Applications v. 387, n. 7, p. 1485-1490, 2008Amsterdam 2008Acesso online |
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Material Type: Artigo
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Multifractality in the random parameter model for multivariate time seriesCamilo Rodrigues Neto Andre Cavalcanti Rocha MartinsPhysica A : statistical mechanics and its applications Amsterdam v. 388, n. 11, p. 2198-2206, june 2009Amsterdam 2009Item não circula. Consulte sua biblioteca.(Acessar) |
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Material Type: Artigo
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An opinion dynamics model for the diffusion of innovationsAndre Cavalcanti Rocha Martins Carlos de Brito Pereira; Renato VicentePhysica A : Statistical Mechanics and its Applications Amsterdan v. 388, n. 15-16, p. 3225-3232, aug. 2009Amsterdan 2009Acesso online |
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Material Type: Artigo
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Quantum spin tunneling of magnetization in small ferromagnetic particlesD Galetti B M Pimentel; Celso Luiz Lima; E C SilvaPhysica A - Statistical Mechanics and its Applications v. 388, n. 7, p. 1105-1110, 2009Amsterdam 2009Acesso online |
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Material Type: Artigo
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The dynamics of cargo driven by molecular motors in the context of asymmetric simple exclusion processesCarla Goldman Elisa Thomé SenaPhysica A - Statistical Mechanics and its Applications v. 388, n. 17, p. 3455-3464, 2009Amsterdam 2009Acesso online |
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Material Type: Artigo
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A Markovian model market Akerlof's lemons and the asymmetry of informationPaulo F. C Tilles Fernando Fagundes Ferreira; Gerson Francisco; Carlos de Brito Pereira; Flávia Mori SartiPhysica A : Statistical Mechanics and its Applications Amsterdam v. 390, n. 13, p. 2562-2570, july 2011Amsterdam 2011Item não circula. Consulte sua biblioteca.(Acessar) |
10 |
Material Type: Artigo
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Effects of the spatial heterogeneity on the diversity of ecosystems with resource competitionMisael B. de Souza Júnior Fernando Fagundes Ferreira; Viviane M de OliveiraPhysica A : Statistical Mechanics and its Applications Amsterdam v. 393, p. 312-319, jan. 2014Amsterdam 2014Item não circula. Consulte sua biblioteca.(Acessar) |