scientific article

From MaRDI portal
Publication:2717138

zbMath0982.91027MaRDI QIDQ2717138

Johannes Voit

Publication date: 17 June 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (21)

Application of computational statistical physics to scale invariance and universality in economic phenomenaDynamics of cross-correlations in the stock marketRoles of capital flow on the stability of a market systemQuantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicityFisher information and equilibrium distributions in econophysicsMixing of the Glauber dynamics for the ferromagnetic Potts modelAccounting for risk of non linear portfolios. A novel Fourier approachEconomic fluctuations and statistical physics: the puzzle of large fluctuationsAn introduction to statistical financeEvidence of Markov properties of high frequency exchange rate dataQuantifying economic fluctuationsModeling record-breaking stock pricesThe returns and risks of investment portfolio in a financial marketCombination of transition probability distribution and stable Lorentz distribution in stock marketsEffective temperatures for single particle system under dichotomous noiseRandom magnets and correlations of stock price fluctuationsGeneralized entropy approach to stable Lévy distributions with financial applicationStatistical physics and economic fluctuations: do outliers exist?Triangular arbitrage as an interaction among foreign exchange ratesFrom Brownian motion to operational risk: statistical physics and financial marketsVolatility cluster and herding




This page was built for publication: