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19972022
most citedAn Opinion Dynamics Model for the Diffusion of Innovations

88 citations · 349 across the 24 of their papers we have counts for

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physics.soc-ph2005★ 32 cited

Underlying Dynamics of Typical Fluctuations of an Emerging Market Price Index: The Heston Model from Minutes to Months

Renato Vicente, Charles M. de Toledo, Vitor B. P. Leite +1

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOV…