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Articles 601 - 604 of 604
Full-Text Articles in Social and Behavioral Sciences
Scaling Power Laws In The Sao Paulo Stock Exchange, Iram Gleria, Raul Matsushita, Sergio Da Silva
Scaling Power Laws In The Sao Paulo Stock Exchange, Iram Gleria, Raul Matsushita, Sergio Da Silva
Sergio Da Silva
The scaling of the probability distribution of the Sao Paulo Stock Exchange index is shown to be described by a Levy stable stochastic process for the modal region of the distribution. The truncated Levy process is characterized by a scaling index of 1.66. Scaling power laws are also shown to be present in the mean and standard deviation of the series as the time horizon is increased. A power law is also found for the autocorrelation time of the natural logs of the index series. The deviations from the line that best fits the natural logs of the series are …
Criticality, Sergio Da Silva
Criticality, Sergio Da Silva
Sergio Da Silva
This article reviews some current interdisciplinary work on power laws.
A Brief Overview Of The Current State Of Exchange Rate Modeling, Sergio Da Silva
A Brief Overview Of The Current State Of Exchange Rate Modeling, Sergio Da Silva
Sergio Da Silva
The paper provides a brief overview of the current state of exchange rate modeling.
Obtrusiveness As Strategy In Ethnographic Research, Elisabeth Brooke Harrington
Obtrusiveness As Strategy In Ethnographic Research, Elisabeth Brooke Harrington
Brooke Harrington
No abstract provided.