Common scaling behavior in finance and macroeconomics

DOI10.1140/EPJB/E2009-00380-3zbMATH Open1202.91260OpenAlexW1986703232WikidataQ57194455 ScholiaQ57194455MaRDI QIDQ614546FDOQ614546

Authors: Davor Horvatić, M. Njavro, Boris Podobnik, Alexander Petersen, H. Eugene Stanley 

Publication date: 4 January 2011

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/311444/files/10051_2009_Article_9551.pdf

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Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

Cited In (6)

• Scaling behaviors in differently developed markets
• How trading activity scales with company size in the FTSE 100
• Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation
• From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin
• Evolutionary model of stock markets
• Scaling and universality in economics: empirical results and theoretical interpretation

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