Quantifying and understanding the economics of large financial movements
DOI10.1016/J.JEDC.2007.01.031zbMATH Open1181.91342OpenAlexW2098054174MaRDI QIDQ844583FDOQ844583
Authors: Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H. Eugene Stanley 
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.031
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Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Actuarial science and mathematical finance (91G99) Social and behavioral sciences: general topics (91C99)
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Cited In (6)
- Spatiotemporal Complexities at the Subnuclear Level of Matter
- Quantifying economic fluctuations
- Statistical physics and economic fluctuations: do outliers exist?
- Understanding the cubic and half-cubic laws of financial fluctuations
- On the origin of power-law fluctuations in stock prices
- Complex dynamics of our economic life on different scales: insights from search engine query data
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