Economic fluctuations and statistical physics: the puzzle of large fluctuations
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- Random magnets and correlations of stock price fluctuations
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Cited in
(16)- Statistical mechanics of complex systems for pattern identification
- Time-delay multiscale multifractal detrended partial cross-correlation analysis of high-frequency stock series
- Nonlinear scaling analysis approach of agent-based Potts financial dynamical model
- Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump
- Linking market interaction intensity of 3D Ising type financial model with market volatility
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- Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework
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- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues
- A statistical mechanic view of macro-dynamics in economics
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- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
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