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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Stochastic modelling of non-stationary financial assets

Participants in the publication
Joana Estevens (Author)
Paulo Rocha (Author)
João P. Boto (Author)
Dep. Matemática
 Pedro G. Lind (Author)

Date of Publication
2017-11-00

Where published
Chaos: An Interdisciplinary Journal of Nonlinear Science

Publication Identifiers
ISSN - 1054-1500

Publisher
AIP Publishing

Volume
27
Number
11

Starting page
113106

Document Identifiers
URL - http://dx.doi.org/10.1063/1.5010613
DOI - https://doi.org/10.1063/1.5010613

Rankings
Web Of Science Q1 (2017) - 2.415 - MATHEMATICS, APPLIED - SCIE
Web Of Science Q1 (2017) - 2.415 - PHYSICS, MATHEMATICAL - SCIE


Export

APA
Joana Estevens, Paulo Rocha, João P. Boto, Pedro G. Lind, (2017). Stochastic modelling of non-stationary financial assets. Chaos: An Interdisciplinary Journal of Nonlinear Science, 27, ISSN 1054-1500. eISSN . http://dx.doi.org/10.1063/1.5010613

IEEE
Joana Estevens, Paulo Rocha, João P. Boto, Pedro G. Lind, "Stochastic modelling of non-stationary financial assets" in Chaos: An Interdisciplinary Journal of Nonlinear Science, vol. 27, 2017. 10.1063/1.5010613

BIBTEX
@article{36119, author = {Joana Estevens and Paulo Rocha and João P. Boto and Pedro G. Lind}, title = {Stochastic modelling of non-stationary financial assets}, journal = {Chaos: An Interdisciplinary Journal of Nonlinear Science}, year = 2017, volume = 27 }