Miquel Montero
- A continuous time random walk model for financial distributions
2002/10/23 by Jaume Masoliver, Miquel Montero, George H. Weiss · 1 citation
Physics and Astronomy · Economics, Econometrics and Finance · #cond-mat.stat-mech #q-fin.ST
- Activity autocorrelation in financial markets
2003/12/18 by Luigi Palatella, Josep Perello, Josep Perelló +2 · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Arch #Autocorrelation #Complex Systems and Time Series Analysis #Computer science #Econometrics #Economics #Entropy (arrow of time) #Finance #Financial Risk and Volatility Modeling #Financial market #Geography #Mathematics #Nonlinear Dynamics and Pattern Formation #Physics #Statistical physics #Statistics #Stochastic volatility #Thermodynamics #Volatility (finance) #cond-mat.stat-mech #physics.soc-ph #q-fin.ST
- Extreme times in financial markets
2004/06/23 by Jaume Masoliver, Miquel Montero, Josep Perelló +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #Continuous-time random walk #Econometrics #Economics #Extreme value theory #Finance #Financial Risk and Volatility Modeling #Financial economics #Financial market #Formalism (music) #Futures contract #Liberian dollar #Mathematics #Physics #Quadratic equation #Random walk #Statistical physics #Statistics #Stochastic processes and financial applications #cond-mat.other #physics.soc-ph #q-fin.TR
- Nonindependent continuous-time random walks
2007/07/31 by Miquel Montero, Jaume Masoliver · 2 citations
Biochemistry, Genetics and Molecular Biology · Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Diffusion and Search Dynamics #Nonlinear Dynamics and Pattern Formation #physics.data-an
- Emergence of social hierarchies in a society with two competitive groups
2024/06/26 by Marc Sadurní, Josep Perelló, Sadurní, Marc +3 · 1 voice · 1 citation
Mathematics · Physics and Astronomy · Social Sciences · #Complex Network Analysis Techniques #Economic geography #Evolutionary Game Theory and Cooperation #Geography #Group (periodic table) #Mathematical economics #Mathematics #Opinion Dynamics and Social Influence #Physics #Political science #Social group #Social science #Sociology