Quantifying and understanding the economics of large financial movements

DOI10.1016/J.JEDC.2007.01.031zbMATH Open1181.91342OpenAlexW2098054174MaRDI QIDQ844583FDOQ844583

Parameswaran Gopikrishnan, Vasiliki Plerou, Xavier Gabaix, 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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zbMATH Keywords

econophysicsfat tailstrading volumecrashesexcess volatility

Mathematics Subject Classification ID

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)

Cites Work

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Cited In (5)

• 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

Uses Software

• longmemo

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