A. Christian Silva
- Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
2002/11/05 by A. Christian Silva, A.Christian Silva, Victor M. Yakovenko · 3 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #cond-mat.str-el
- Two-class Structure of Income Distribution in the USA: Exponential Bulk and Power-law Tail
2005/01/01 by Victor M. Yakovenko, A. Christian Silva · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis #Statistical Mechanics and Entropy
- Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact
2004/01/31 by A. Christian Silva, R. E. Prange, Richard E. Prange +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Complex Systems and Time Series Analysis #Econometrics #Economics #Exponential distribution #Exponential function #Financial Risk and Volatility Modeling #Gamma distribution #Gaussian #Log-normal distribution #Mathematical analysis #Mathematics #Mesoscopic physics #Physics #Power law #Probability distribution #Quantum mechanics #Statistical physics #Statistics #Stochastic processes and financial applications #Stylized fact #cond-mat.stat-mech #q-fin.ST