ECONOPHYSICS: WHAT CAN PHYSICISTS CONTRIBUTE TO ECONOMICS?
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Publication:4521249
DOI10.1142/S0219024900000796zbMath1028.91593OpenAlexW4238061826MaRDI QIDQ4521249
Luis A. Nunes Amaral, Yanhui Liu, H. Eugene Stanley, Bernd Rosenow, Parameswaran Gopikrishnan, Vasiliki Plerou
Publication date: 5 July 2001
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024900000796
distributionsscalingrandom matrix theoryfinancial time serieseconophysicspower-lawsreturnsstock price fluctuationsvolatility correlationsLévy stable regime
Cites Work
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- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
