Pages that link to "Item:Q1865443"
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The following pages link to From Brownian motion to operational risk: statistical physics and financial markets (Q1865443):
Displaying 5 items.
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes. (Q1597172) (← links)
- Trend and fractality assessment of Mexico's stock exchange (Q1733486) (← links)
- Insights into the macroscopic behavior of equity markets: theory and application (Q2149667) (← links)
- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE (Q5312123) (← links)