4. Economy
  5. Quantitative Finance
  6. Trading and Market Microstructure

Christian A. Silva

Economy – Quantitative Finance – Trading and Market Microstructure

Scientist

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Applications of physics to finance and economics: returns, trading activity and income

Physics – Physics and Society
Scientific paper

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Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes

Physics – Condensed Matter – Strongly Correlated Electrons
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Energy and Angular Momentum Densities in a Godel-Type Universe in the Teleparallel Geometry

Astronomy and Astrophysics – Astrophysics – General Relativity and Quantum Cosmology
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Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact

Physics – Condensed Matter – Statistical Mechanics
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GRENOUILLE - Practical issues: a quick manual

Physics – Optics
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Profile ID: LFWR-SCP-P-94160

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