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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Uncovering the evolution of nonstationary stochastic variables: The example of asset volume-price fluctuations

Participants in the publication
Rocha, Paulo (Author)
CMAF
 Raischel, Frank (Author)
IDL
 Boto, Joao P. (Author)
Dep. Matemática
 CMAFcIO
 Lind, Pedro G. (Author)

Date of Publication
2016-05-11

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
PHYSICAL REVIEW E

Publication Identifiers
ISSN - 2470-0045/
ISBN - 2470005

Address
ONE PHYSICS ELLIPSE, COLLEGE PK, MD 20740-3844 USA

Publisher
AMER PHYSICAL SOC

Volume
93
Number
5

Rankings
SCIMAGO Q1 (2016) - 1.271 - Statistics and Probability
SCIMAGO Q1 (2016) - 1.271 - Condensed Matter Physics
SCIMAGO Q1 (2016) - 1.271 - Statistical and Nonlinear Physics

Keywords
SYSTEMS POWER-LAW DISTRIBUTIONS FINANCE


Export

APA
Rocha, Paulo, Raischel, Frank, Boto, Joao P., Lind, Pedro G., (2016). Uncovering the evolution of nonstationary stochastic variables: The example of asset volume-price fluctuations. PHYSICAL REVIEW E, 93, ISSN 2470-0045/. eISSN .

IEEE
Rocha, Paulo, Raischel, Frank, Boto, Joao P., Lind, Pedro G., "Uncovering the evolution of nonstationary stochastic variables: The example of asset volume-price fluctuations" in PHYSICAL REVIEW E, vol. 93, 2016.

BIBTEX
@article{42019, author = {Rocha, Paulo and Raischel, Frank and Boto, Joao P. and Lind, Pedro G.}, title = {Uncovering the evolution of nonstationary stochastic variables: The example of asset volume-price fluctuations}, journal = {PHYSICAL REVIEW E}, year = 2016, volume = 93 }