Pages that link to "Item:Q4646468"
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The following pages link to Power laws in economics and finance: some ideas from physics (Q4646468):
Displaying 17 items.
- Long memory behavior of returns after intraday financial jumps (Q1619836) (← links)
- Volatility in financial markets: Stochastic models and empirical results (Q1850396) (← links)
- Statistical physics and economic fluctuations: do outliers exist? (Q1856097) (← links)
- A trade-investment model for distribution of wealth (Q1888111) (← links)
- Crises and collective socio-economic phenomena: simple models and challenges (Q1953112) (← links)
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
- Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models (Q3386970) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
- Optimal choice of sample fraction in univariate financial tail index estimation (Q5123676) (← links)
- Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential (Q5874113) (← links)
- Phenomenology of the term structure of interest rates with Padé approximants (Q5945409) (← links)
- Microscopic models for long ranged volatility correlations (Q5947863) (← links)
- Price fluctuations and market activity (Q5947872) (← links)
- Agent-based simulation of a financial market (Q5947896) (← links)
- Business size distributions (Q5947897) (← links)
- Quantifying economic fluctuations (Q5951427) (← links)
