Economic fluctuations and statistical physics: the puzzle of large fluctuations
DOI10.1007/S11071-006-2017-2zbMATH Open1101.82310OpenAlexW4239802049WikidataQ125824832 ScholiaQ125824832MaRDI QIDQ2432363FDOQ2432363
Authors: H. Eugene Stanley, Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou 
Publication date: 25 October 2006
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.334.800
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Cited In (16)
- Time-delay multiscale multifractal detrended partial cross-correlation analysis of high-frequency stock series
- Application of computational statistical physics to scale invariance and universality in economic phenomena
- Linking market interaction intensity of 3D Ising type financial model with market volatility
- Title not available (Why is that?)
- Statistical mechanics of complex systems for pattern identification
- Nonlinear scaling analysis approach of agent-based Potts financial dynamical model
- Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump
- Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics
- A statistical mechanic view of macro-dynamics in economics
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
- Statistical physics and economic fluctuations: do outliers exist?
- Statistical properties of demand fluctuation in the financial market
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues
- Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework
- Similarities and differences between physics and economics
- Title not available (Why is that?)
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