Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Application of computational statistical physics to scale invariance and universality in economic phenomena

From MaRDI portal
Publication:1613749
Jump to:navigation, search

DOI10.1016/S0010-4655(02)00438-1zbMath1001.82008MaRDI QIDQ1613749

L. A. N. Amaral, Parameswaran Gopikrishnan, H. Eugene Stanley, Vasiliki Plerou, Michael A. Salinger

Publication date: 2 September 2002

Published in: Computer Physics Communications (Search for Journal in Brave)


zbMATH Keywords

computational statistical physicseconomic phenomena


Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)


Related Items

Efficient algorithms for heavy-tail analysis under interval uncertainty, Fractional dynamics with non-local scaling



Cites Work

  • Scaling the volatility of GDP growth rates
  • The variance of firm growth rates: The `scaling' puzzle
  • On a class of analytic functions from the quantum theory of collisions
  • Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
  • Statistical Theory of the Energy Levels of Complex Systems. V
  • Price fluctuations and market activity
  • Truncated Lévy process with scale-invariant behavior
  • Collective behavior of stock price movements - a random matrix theory approach
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1613749&oldid=13916442"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 1 February 2024, at 04:09.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki