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Log-Periodic Crashes Revisited
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005561725
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Log-Periodicity in High Frequency Financial Series
Silva, Sergio Da; Matsushita, Raul; Gleria, Iram; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134653
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Financial Volatility and Independent and Identically Distributed Variables
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134738
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On the origins of truncated Lévy flights
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134808
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Nonidentically distributed variables and nonlinear autocorrelation
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005134944
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The Econophysics of the Brazilian Real-US Dollar Rate
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005134956
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On Log-Periodic Crashes
Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005077016
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Are Pound and Euro the Same Currency?
Matsushita, Raul; Santos, Andre; Gleria, Iram; … - EconWPA - 2005
Persistent link: https://www.econbiz.de/10005119463