Author of the publication

Characterizing bid-ask prices in the Brazilian equity market

, and . Physica A: Statistical and Theoretical Physics, (Jan 1, 2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Periodic market closures and the long-range dependence phenomena in the Brazilian equity market, , and . Physica A: Statistical Mechanics and its Applications, 351 (2-4): 512--522 (Jun 15, 2005)Time-varying long-range dependence in US interest rates, and . Chaos, Solitons & Fractals, 34 (2): 360--367 (October 2007)Testing for long range dependence in banking equity indices, and . Chaos, Solitons & Fractals, 26 (5): 1423--1428 (December 2005)Testing for long-range dependence in world stock markets, and . Chaos, Solitons & Fractals, 37 (3): 918--927 (August 2008)Ranking efficiency for emerging markets, and . Chaos, Solitons & Fractals, 22 (2): 349--352 (October 2004)Ranking efficiency for emerging equity markets II, and . Chaos, Solitons & Fractals, 23 (2): 671--675 (January 2005)Long-range dependence and multifractality in the term structure of LIBOR interest rates, and . Physica A: Statistical and Theoretical Physics, (Jan 1, 2007)Testing for unit root bilinearity in the Brazilian stock market. Physica A: Statistical Mechanics and its Applications, 385 (1): 261--269 (Nov 1, 2007)The long-range dependence behavior of the term structure of interest rates in Japan, and . Physica A: Statistical Mechanics and its Applications, 350 (2-4): 418--426 (May 15, 2005)Characterizing bid-ask prices in the Brazilian equity market, and . Physica A: Statistical and Theoretical Physics, (Jan 1, 2007)