✦ LIBER ✦

Quantifying price fluctuations in the Brazilian stock market

✍ Scribed by B.M. Tabak; M.Y. Takami; D.O. Cajueiro; A. Petitinga

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for unit root bilinearity in the

✍ Benjamin M. Tabak 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 153 KB

Long-range correlations and nonstationar

✍ Rogério L. Costa; G.L. Vasconcelos 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 855 KB

Possible causes of long-range dependence

✍ Daniel O. Cajueiro; Benjamin M. Tabak 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 205 KB

Nonextensive statistical features of the

✍ R. Rak; S. Drożdż; J. Kwapień 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 561 KB

A theory of fluctuations in stock prices

✍ Ángel L. Alejandro-Quiñones; Kevin E. Bassler; Michael Field; Joseph L. McCauley 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 405 KB

Alternation of different fluctuation reg

✍ J. Kwapień; S. Drożdż; J. Speth 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 362 KB