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pro vyhledávání: '"Passos, Frederico Salgueiro"'
Autor:
Passos, Frederico Salgueiro
Publikováno v:
Repositório Institucional da UFALUniversidade Federal de AlagoasUFAL.
Weakly nonstationary processes appear in many challenging problems related to the physics of complex systems. An interesting question is how to quantify the rate of convergence to Gaussian behavior of rescaled heteroscedastic comming from economics t
Externí odkaz:
http://www.repositorio.ufal.br/handle/riufal/1725
Autor:
Passos, Frederico Salgueiro
Publikováno v:
Repositório Institucional da Universidade Federal de Alagoas (UFAL)
Universidade Federal de Alagoas (UFAL)
instacron:UFAL
Universidade Federal de Alagoas (UFAL)
instacron:UFAL
An important open problem concerns the physical origin of long-range correlations, multifractality, and fat tailed distributions observed in heteroscedastic time series associated with complex systems. Financial stylized facts provides one useful exa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::e2b631553642aa7dd1d99b5bf5774967
http://www.repositorio.ufal.br/handle/riufal/4738
http://www.repositorio.ufal.br/handle/riufal/4738
