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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)

Scope
International

Refereeing
Yes

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 }