The Levy sections theorem: an application to econophysics
Download full text from publisher
References listed on IDEAS
- Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006.
"Nonidentically distributed variables and nonlinear autocorrelation,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 363(2), pages 171-180.
- Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2005. "Nonidentically distributed variables and nonlinear autocorrelation," Finance 0508009, EconWPA.
- Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "The Levy sections theorem revisited," MPRA Paper 1983, University Library of Munich, Germany.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
More about this item
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-07-07 (All new papers)
- NEP-ECM-2007-07-07 (Econometrics)
- NEP-ETS-2007-07-07 (Econometric Time Series)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:3810. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .