Title: Autocorrelation as a source of truncated Levy flights in foreign exchange rates Author(s): FIGUEIREDO, A; GLERIA, I; MATSUSHITA, R; et al. Source: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Volume: 323 Pages: 601-625 Published: MAY 15 2003 Times Cited: 9 DOI: 10.1016/S0378-4371(03)00029-3
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Title: Exponentially damped Levy flights Author(s): MATSUSHITA, R; RATHIE, P; DA SILVA, S Source: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Volume: 326 Issue: 3-4 Pages: 544-555 Published: AUG 15 2003 Times Cited: 8 DOI: 10.1016/S0378-4371(03)00363-7
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Title: Levy flights, autocorrelation, and slow convergence Author(s): FIGUEIREDO, A; GLERIA, I; MATSUSHITA, R; et al. Source: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Volume: 337 Issue: 3-4 Pages: 369-383 Published: JUN 15 2004 Times Cited: 6 DOI: 10.1016/j.physa.2004.02.002
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Title: On the origins of truncated Levy flights Author(s): FIGUEIREDO, A; GLERIA, I; MATSUSHITA, R; et al. Source: PHYSICS LETTERS A Volume: 315 Issue: 1-2 Pages: 51-60 Published: AUG 18 2003 Times Cited: 5 DOI: 10.1016/S0375-9601(03)00976-9
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Title: Chaotic exchange rate dynamics redux Author(s): DA SILVA, S Source: OPEN ECONOMIES REVIEW Volume: 12 Issue: 3 Pages: 281-304 Published: 2001 Times Cited: 5
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Title: The Chinese chaos game Author(s): MATSUSHITA, R; GLERIA, I; FIGUEIREDO, A; et al. Source: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Volume: 378 Issue: 2 Pages: 427-442 Published: MAY 15 2007 Times Cited: 4 DOI: 10.1016/j.physa.2006.11.068
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Title: Exponentially damped Levy flights, multiscaling and slow convergence in stockmarkets Author(s): GLERIA, I; FIGUELREDO, A; MATSUSHITA, R; et al. Source: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Volume: 342 Issue: 1-2 Pages: 200-206 Published: OCT 15 2004 Times Cited: 3 DOI: 10.1016/j.physa.2004.04.079
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Title: Exponentially damped Levy flights, multiscaling, and exchange rates Author(s): MATSUSHITA, R; GLERIA, I; FIGUEIREDO, A; et al. Source: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Volume: 333 Pages: 353-369 Published: FEB 15 2004 Times Cited: 3 DOI: 10.1016/j.physa.2003.10.040
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Title: Are pound and euro the same currency? Author(s): MATSUSHITA, R; GLERIA, I; FIGUEIREDO, A; et al. Source: PHYSICS LETTERS A Volume: 368 Issue: 3-4 Pages: 173-180 Published: AUG 20 2007 Times Cited: 2 DOI: 10.1016/j.physleta.2007.03.085
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Title: Log-periodic crashes revisited Author(s): MATSUSHITA, R; DA SILVA, S; FIGUEIREDO, A; et al. Source: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS Volume: 364 Pages: 331-335 Published: MAY 15 2006 Times Cited: 2 DOI: 10.1016/j.physa.2005.08.051