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Montero, Miquel
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ResearcherID: B-7107-2011
Other Names: Montero, M.
URL: http://www.researcherid.com/rid/B-7107-2011
Subject: Mathematical Methods In Social Sciences; Physics; Statistics & Probability
ORCID: http://orcid.org/0000-0002-3221-1211
My Institutions (more details)
Primary Institution:
Sub-org/Dept: Departament de Física de la Matèria Condensada
Role:
Joint Affiliation:
Sub-org/Dept: Universitat de Barcelona Institute of Complex Systems (UBICS)
Role:
Past Institutions: Universitat de Barcelona, UB
 
 

This list contains papers that I have authored.

publication(s)  
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1.  Title: Continuous-time random-walk model for financial distributions
 Author(s): Masoliver, J; Montero, M; Weiss, GH
 Source: Physical Review E Volume: 67 Issue: 2 Published: FEB 2003
 Times Cited: 91
 DOI: 10.1103/PhysRevE.67.021112
added
29-Mar-11
2.  Title: The continuous time random walk formalism in financial markets
 Author(s): Masoliver, J; Montero, M; Perello, J; et al.
 Source: Journal of Economic Behavior & Organization Volume: 61 Issue: 4 Pages: 577-598 Published: DEC 2006
 Times Cited: 36
 DOI: 10.1016/j.jebo.2004.07.015
added
29-Mar-11
3.  Title: Scaling and data collapse for the mean exit time of asset prices
 Author(s): Montero, M; Perello, J; Masoliver, J; et al.
 Source: Physical Review E Volume: 72 Issue: 5 Published: NOV 2005
 Times Cited: 26
 DOI: 10.1103/PhysRevE.72.056101
added
29-Mar-11
4.  Title: Monotonic continuous-time random walks with drift and stochastic reset events
 Author(s): Montero, Miquel; Villarroel, Javier
 Source: Physical Review E Volume: 87 Issue: 1 Published: JAN 16 2013
 Times Cited: 24
 DOI: 10.1103/PhysRevE.87.012116
added
01-Mar-13
5.  Title: Extreme times in financial markets
 Author(s): Masoliver, J; Montero, M; Perello, J
 Source: Physical Review E Volume: 71 Issue: 5 Published: MAY 2005
 Times Cited: 21
 DOI: 10.1103/PhysRevE.71.056130
added
29-Mar-11
6.  Title: Nonindependent continuous-time random walks
 Author(s): Montero, M; Masoliver, J
 Source: Physical Review E Volume: 76 Issue: 6 Published: DEC 2007
 Times Cited: 15
 DOI: 10.1103/PhysRevE.76.061115
added
29-Mar-11
7.  Title: A dynamical model describing stock market price distributions
 Author(s): Masoliver, J; Montero, M; Porra, JM
 Source: Physica a-Statistical Mechanics and Its Applications Volume: 283 Issue: 3-4 Pages: 559-567 Published: AUG 15 2000
 Times Cited: 15
 DOI: 10.1016/S0378-4371(00)00117-5
added
29-Mar-11
8.  Title: Activity autocorrelation in financial markets - A comparative study between several models
 Author(s): Palatella, L; Perello, J; Montero, M; et al.
 Source: European Physical Journal B Volume: 38 Issue: 4 Pages: 671-677 Published: APR 2004
 Times Cited: 14
 DOI: 10.1140/epjb/e2004-00161-6
added
29-Mar-11
9.  Title: Black-Scholes option pricing within Ito and Stratonovich conventions
 Author(s): Perello, J; Porra, JM; Montero, M; et al.
 Source: Physica a Volume: 278 Issue: 1-2 Pages: 260-274 Published: APR 1 2000
 Times Cited: 13
 DOI: 10.1016/S0378-4371(99)00612-3
added
29-Mar-11
10.  Title: The CTRW in finance: Direct and inverse problems with some generalizations and extensions
 Author(s): Masoliver, J; Montero, M; Perello, J; et al.
 Source: Physica a-Statistical Mechanics and Its Applications Volume: 379 Issue: 1 Pages: 151-167 Published: JUN 1 2007
 Times Cited: 10
 DOI: 10.1016/j.physa.2007.01.001
added
29-Mar-11
publication(s)  
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