Silvio M. Duarte Queiros
Economics and Econometrics · 2005
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it; #19,474 of 23,481 by trust here, #22,128 by citations
- Finance — 5 citations into it; #9,014 of 10,518 by trust here, #9,725 by citations
Whom Silvio M. Duarte Queiros trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ernesto P. Borges
- Robert F. Engle
- Jean-Philippe Bouchaud
- Marc Potters
- Constantino Tsallis
- Lisa Borland
- Huaiyu Zhu
- Jean-François Muzy
- Jean-Pierre Fouque 3
Who trusts Silvio M. Duarte Queiros overall
Papers from Silvio M. Duarte Queiros's perspective
Ordered by how strongly the researchers Silvio M. Duarte Queiros trusts endorse each paper. Same corpus, a different order for every researcher.
- A possible deformed algebra and calculus inspired in nonextensive thermostatistics
- A theory of non-Gaussian option pricing
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Multifractal properties of price fluctuations of stocks and commodities
- Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
- On Information and Sufficiency
- Nonextensive Entropy: Interdisciplinary Applications
- The Empirical Analysis of Long-term Memory in Stock Market
- An introduction to statistical finance
- Axioms and uniqueness theorem for Tsallis entropy
Their papers
- On non-Gaussianity and dependence in financial time series: a nonextensive approach (2005) — 53 citations