Publication:5309792
From MaRDI portal
zbMath1134.91001MaRDI QIDQ5309792
Rosario Nunzio Mantegna, H. Eugene Stanley
Publication date: 2 October 2007
stochastic dynamics; statistical physics; financial time series; econophysics; atmospheric physics; financial systems
91G70: Statistical methods; risk measures
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
91B84: Economic time series analysis
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91G80: Financial applications of other theories
82B99: Equilibrium statistical mechanics
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