PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE

DOI10.1142/S0219024900000164zbMath0973.91532arXivadap-org/9912002OpenAlexW3105527958MaRDI QIDQ4521248

J. Doyne Farmer

Publication date: 26 November 2001

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/adap-org/9912002

Mathematics Subject Classification ID

Related Items (4)

Volatility clustering in agent based market models ⋮ An introduction to statistical finance ⋮ On non-Gaussianity and dependence in financial time series: a nonextensive approach ⋮ Bounds and approximations for sums of dependent log-elliptical random variables

Cites Work

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• Bubbles and market crashes
• Time series properties of an artificial stock market
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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