Insights into the macroscopic behavior of equity markets: theory and application
From MaRDI portal
Publication:2149667
Recommendations
- Financial markets theory. Equilibrium, efficiency and information
- Financial markets theory. Equilibrium, efficiency and information
- Asset Markets and Equilibrium Processes
- Dynamic equilibrium and volatility in financial asset markets
- Behavioral equilibrium and evolutionary dynamics in asset markets
- A dynamical approach to stock market fluctuations
- Dynamics of Markets
- The Statistical Mechanics of Financial Markets
Cites work
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 1059167 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- A Test for Normality of Observations and Regression Residuals
- A mesoscopic stock market model with hysteretic agents
- Econophysics and physical economics
- Finite Volume Methods for Hyperbolic Problems
- From Brownian motion to operational risk: statistical physics and financial markets
- Mesoscopic modelling of financial markets
- On a kinetic model for a simple market economy
Cited in
(6)- A COMMENT ON TWO-PHASE BEHAVIOR OF FINANCIAL MARKETS
- Unveiling herd behavior in financial markets
- A commonsense knowledge-enabled textual analysis approach for financial market surveillance
- Market dynamics: bridging security price movements and classical physics
- Exploring the dynamics of financial markets: from stock prices to strategy returns
- Chaotic solutions for asset management complexity
This page was built for publication: Insights into the macroscopic behavior of equity markets: theory and application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2149667)
