A. Christian Silva

Identifiers

• name variant A. Christian Silva 0.60 · backfill

Papers (10)

1. Detailed study of a moving average trading rule q-fin.ST · 2019 · author #2
2. Information ratio analysis of momentum strategies q-fin.ST · 2014 · author #2
3. Stochastic resonance and the trade arrival rate of stocks q-fin.TR · 2008 · author #1
4. Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study physics.soc-ph · 2006 · author #1
5. Virtual volatility physics.soc-ph · 2006 · author #1
6. Applications of physics to finance and economics: returns, trading activity and income physics.soc-ph · 2005 · author #1
7. Temporal evolution of the "thermal" and "superthermal" income classes in the USA during 1983-2001 cond-mat.other · 2004 · author #1
8. Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact cond-mat.stat-mech · 2004 · author #1
9. GRENOUILLE - Practical issues: a quick manual physics.optics · 2003 · author #1
10. Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes cond-mat.str-el · 2002 · author #1

Mentions

• 1402.3030 #2 · backfill · confidence 0.70 A. Christian Silva
• 0807.0925 #1 · backfill · confidence 0.70 A. Christian Silva

Frequent Coauthors

• Victor M. Yakovenko 4 shared papers
• Fernando F. Ferreira 2 shared papers
• Ju-Yi Yen 2 shared papers
• Richard E. Prange 2 shared papers
• Ju-Yi J. Yen 1 shared papers