%0 Journal Article %1 Cajueiro2007c %A Cajueiro, Daniel O. %A Tabak, Benjamin M. %D 2007 %J Physica A: Statistical and Theoretical Physics %K Long-range dependence %P 627--633 %T Characterizing bid-ask prices in the Brazilian equity market %U http://www.sciencedirect.com/science/article/B6TVG-4K126RK-7/1/890a32ffb18ce8b4e665a2bbb4863e89 %V 373

@article{Cajueiro2007c, added-at = {2008-04-22T10:36:30.000+0200}, author = {Cajueiro, Daniel O. and Tabak, Benjamin M.}, biburl = {https://www.bibsonomy.org/bibtex/2f2b937bae5f90da2ff7819cd7fc77eeb/smicha}, day = 01, description = {Physica A}, interhash = {85a52d094a49360e710226cf44c0c1af}, intrahash = {f2b937bae5f90da2ff7819cd7fc77eeb}, journal = {Physica A: Statistical and Theoretical Physics}, keywords = {Long-range dependence}, month = Jan, pages = {627--633}, timestamp = {2008-04-22T10:44:17.000+0200}, title = {Characterizing bid-ask prices in the Brazilian equity market}, url = {http://www.sciencedirect.com/science/article/B6TVG-4K126RK-7/1/890a32ffb18ce8b4e665a2bbb4863e89}, volume = 373, year = 2007 }