Publications in collaboration with researchers from Universidade Federal da Bahia (2)


  1. Power-law behaviour in time durations between extreme returns

    Quantitative Finance, Vol. 14, Núm. 12, pp. 2171-2183


  1. How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis

    Physica A: Statistical Mechanics and its Applications, Vol. 392, Núm. 7, pp. 1631-1637