Common scaling behavior in finance and macroeconomics

DOI10.1140/EPJB/E2009-00380-3MaRDI QIDQ614546zbMATH OpenOpenAlexWikidataFDO

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

Mathematics Subject Classification ID

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

Recommendations

• Scaling the volatility of GDP growth rates
• Research of scaling law on stock market variations
• scientific article; zbMATH DE number 1552554
• Scaling behaviors in differently developed markets
• Financial power laws: empirical evidence, models, and mechanisms

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

This page was built for publication: Common scaling behavior in finance and macroeconomics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q614546)