Higher-order phase transitions on financial markets

DOI10.1140/EPJB/E2010-00064-YzbMath1202.91259OpenAlexW2074558939MaRDI QIDQ614550

A. Kasprzak, Jaume Masoliver, Ryszard Kutner, Josep Perelló

Publication date: 4 January 2011

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1140/epjb/e2010-00064-y

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

Related Items (3)

Multi-phase Long-Term Autocorrelated Diffusion: Stationary Continuous-Time Weierstrass Walk Versus Flight ⋮ Lacunarity and multifractal analysis of the large DLA mass distribution ⋮ Approximation of the first passage time distribution for the birth–death processes

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