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Articles: 1'968'170
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05 July 2020
 
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Results 1 to 20 of 533 for query "R. Stock". (0.03 sec.)

[    1    2    3    4    5    10    ]   Next
1.
Simple Simulational Model for Stocks Markets
Juan R. Sanchez;
15 Feb 2002
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2.
Chemical equilibrium study in nucleus-nucleus collisions at relativistic energies
F. Becattini; M. Gazdzicki; A. Keranen; J. Manninen; R. Stock;
3 Oct 2003   /  Phys.Rev. C69 (2004) 024905
- - -
3.
Cross-correlations in Warsaw Stock Exchange
R.Rak; J.Kwapien; S.Drozdz; P.Oswiecimka;
1 Mar 2008
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4.
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis
C. Coronnello; M. Tumminello; F. Lillo; S. Micciche`; R. N. Mantegna;
5 Sep 2006
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5.
Sector identification in a set of stock return time series traded at the London Stock Exchange
C. Coronnello; M. Tumminello; F. Lillo; S. Miccichè; R.N. Mantegna;
4 Aug 2005   /  Acta Phys. Pol. B 36 (2005) 2653-2679
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6.
The Risk Profile Problem for Stock Portfolio Optimization
Ming-Yang Kao; Andreas Nolte; Stephen R. Tate;
3 Jul 2001
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7.
Variability Survey in the Open Cluster Stock 14 and the Surrounding Fields
D. Drobek; A. Pigulski; R.R. Shobbrook; A. Narwid;
27 Sep 2013
- - -
8.
Structural and topological phase transitions on the German Stock Exchange
A. Sienkiewicz; T. Gubiec; R. Kutner; Z.R. Struzik;
11 Jan 2013
- - -
9.
Level Crossing Analysis of the Stock Markets
G. R. Jafari; M. S. Movahed; S. M. Fazeli; M. Reza Rahimi Tabar; S. F. Masoudi;
26 Jan 2006
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10.
Stock market volatility: An approach based on Tsallis entropy
Sonia R. Bentes; Rui Menezes; Diana A. Mendes;
26 Sep 2008
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11.
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions
L. Kullmann; J. Kertesz; R. N. Mantegna;
16 Feb 2000
- - -
12.
Forecasting Stock Time-Series using Data Approximation and Pattern Sequence Similarity
R. H. Vishwanath; S. Leena; K. C. Srikantaiah; K. Shreekrishna Kumar; P. Deepa Shenoy; K. R. Venugopal; S. S. Iyengar; L. M. Patnaik;
10 Sep 2013
- - -
13.
Modified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes
Yu.A Kuperin; R.R. Schastlivtsev;
29 Feb 2008
- - -
14.
Astronomical Constraints on the Cosmic Evolution of the Fine Structure Constant and Possible Quantum Dimensions
C.L. Carilli; K.M. Menten; J.T.Stocke; E. Perlman; R. Vermeulen; F. Briggs; A.G. de Bruyn; J.Conway; C.P.Moore;
18 Oct 2000
- - -
15.
A Model for Stock Returns and Volatility
Tao Ma; R. A. Serota;
17 May 2013
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16.
Population Dynamics of Exploited Fish Stocks at Low Population Levels
R A Myers; N J Barrowman; J A Hutchings; A A Rosenberg;
25 Aug 1995   /  Science, 269 (5227), 1106-1108
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17.
Multifractal Model of Asset Returns versus real stock market dynamics
P. Oswiecimka; J. Kwapien; S. Drozdz; A. Z. Gorski; R. Rak;
17 May 2006
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18.
Sector analysis for a FTSE portfolio of stocks
R. Coelho; S. Hutzler; P. Repetowicz; P. Richmond;
24 Jan 2006
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19.
Statistical analysis of the price index of Tehran Stock Exchange
A. Rasoolizadeh; R. Solgi;
12 Oct 2004
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20.
Clustering stock market companies via chaotic map synchronization
N. Basalto; R. Bellotti; F. De Carlo; P. Facchi; S. Pascazio;
21 Apr 2004   /  Physica A 345 (2005) 196
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21.
Long-range correlations and nonstationarity in the Brazilian stock market
R. L. Costa; G. L. Vasconcelos;
17 Feb 2003   /  Physica A, Volume 329, Issues 1-2, 1 November 2003, Pages 231-248
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22.
Designing Proxies for Stock Market Indices is Computationally Hard
Ming-Yang Kao; Stephen R. Tate;
13 Nov 2000
- - -
23.
Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
A. Sienkiewicz; T. Gubiec; R. Kutner; Z. R. Struzik;
28 Jan 2013
- - -
24.
Fitting the Power-law Distribution to the Mexican Stock Market index data
H.F. Coronel-Brizio; C.R. de la Cruz-Laso; A.R. Hernandez-Montoya;
27 Mar 2003
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25.
The Physics of ALICE HLT Trigger Modes
R. Bramm; T. Kollegger; C. Loizides; R. Stock;
19 Dec 2002
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26.
N-wave interactions related to simple Lie algebras. Z_2- reductions and soliton solutions
V. S. Gerdjikov; G. G. Grahovski; R. I. Ivanov; N. A. Kostov;
16 Sep 2000   /  Inverse problems, 17 (2001), 999-1015
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27.
Random cascade model in the limit of infinite integral scale as the exponential of a non-stationary $1/f$ noise. Application to volatility fluctuations in stock markets
J. F. Muzy; R. Baile; E. Bacry;
17 Jan 2013
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28.
Stock loans in incomplete markets
Matheus R. Grasselli; Cesar G. Velez;
11 Oct 2010
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29.
Uncertainty in the Fluctuations of the Price of Stocks
G. R. Jafari; M. Sadegh Movahed; P. Noroozzadeh; A. Bahraminasab; Muhammad Sahimi; F. Ghasemi; M. Reza Rahimi Tabar;
11 Jun 2007
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30.
Stock market return distributions: from past to present
S. Drozdz; M. Forczek; J. Kwapien; P. Oswiecimka; R. Rak;
5 Apr 2007
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