9 citations · 11 across the 3 of their papers we have counts for
3 papers
q-fin.ST2007
Multifractality in the Random Parameters Model
Camilo Rodrigues Neto, Andr\' e C. R. Martins
The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be e…
cond-mat2000★ 9 cited
Generalized Thermostatistical Description of Intermittency and Non-extensivity in Turbulence and Financial Markets
F. M. Ramos, C. Rodrigues Neto, R. R. Rosa
We describe a simple and accurate framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the forma…
cond-mat1999★ 2 cited
Intermittency and Nonextensivity in Turbulence and Financial Markets
F. M. Ramos, C. Rodrigues Neto, R. R. Rosa
We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermosta…