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Da Silva, Sergio
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ResearcherID: A-2477-2008
URL: http://www.researcherid.com/rid/A-2477-2008
Subject: Business & Economics; Mathematical Methods In Social Sciences
Keywords: econophysics; international finance; finance; experimental economics; bioeconomics
My Institutions (more details)
Primary Institution:
Sub-org/Dept: Economics
Role:
Description:
 

Publications

My Publications (44)

 
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publication(s)  
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1. 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
added
28-Feb-08
2. 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
added
28-Feb-08
3. 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
added
28-Feb-08
4. 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
added
28-Feb-08
5. 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
added
13-Oct-09
6. 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
added
28-Feb-08
7. 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
added
28-Feb-08
8. 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
added
28-Feb-08
9. 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
added
28-Feb-08
10. 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
added
28-Feb-08
publication(s)  
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