scientific article; zbMATH DE number 1532279

MaRDI QIDQ4517685zbMATH OpenFDO

Authors Luis A. Nunes Amaral, H. Eugene Stanley, Parameswaran Gopikrishnan, Vasiliki Plerou, B. Rosenow

Publication date 21 June 2001

zbMATH Keywords

application of random matrix theoryfinancial time seriesprice fluctuationsstock price fluctuationsvolatility correlations

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic time series analysis (91B84)

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(8)

• Statistical physics in foreign exchange currency and stock markets
• Random magnets and correlations of stock price fluctuations
• ECONOPHYSICS: WHAT CAN PHYSICISTS CONTRIBUTE TO ECONOMICS?
• Power laws in economics and finance: some ideas from physics
• Price fluctuations, market activity and trading volume
• Similarities and differences between physics and economics
• Price fluctuations and market activity
• Collective behavior of stock price movements - a random matrix theory approach

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