Statistical physics and economic fluctuations: do outliers exist?
type: Item
instance of: scholarly article
title: Statistical physics and economic fluctuations: do outliers exist?
zbMATH Open document ID: 1008.91089
DOI: 10.1016/S0378-4371(02)01825-3
author: H. Eugene Stanley
published in: Physica A
publication date: 2003-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 1861671
zbMATH Keywords: financial market
zbMATH Keywords: equilibrium phase
zbMATH Keywords: out-of-equilibrium phase
MaRDI profile type: Publication
cites work: Q4274275
cites work: Quantifying and understanding the economics of large financial movements
cites work: Understanding the cubic and half-cubic laws of financial fluctuations
cites work: Introduction to Econophysics
cites work: Power laws in economics and finance: some ideas from physics
cites work: Q2739563
cites work: Patterns of Speculation
cites work: Q4948550
cites work: Q2717138
cites work: Zipf plots and the size distribution of firms
cites work: Scaling the volatility of GDP growth rates
cites work: The variance of firm growth rates: The `scaling' puzzle
cites work: Two phase behaviour and the distribution of volume
cites work: Dynamics of cross-correlations in the stock market
cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
cites work: Q4850578
cites work: Truncated Lévy process with scale-invariant behavior
cites work: Stochastic volatility as a simple generator of apparent financial power laws and long memory
cites work: Scaling and universality in economics: empirical results and theoretical interpretation
cites work: Price fluctuations and market activity
cites work: Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions
cites work: Multifractal detrended fluctuation analysis of nonstationary time series
cites work: Statistical Theory of the Energy Levels of Complex Systems. V
full work available at URL: s0378-4371(02)01825-3
OpenAlex ID: W2028744643
Recommended article: Economic fluctuations and statistical physics: the puzzle of large fluctuations
Recommended article: Q4464580
Recommended article: CAN STATISTICAL PHYSICS CONTRIBUTE TO THE SCIENCE OF ECONOMICS?
Recommended article: Q3595580
Recommended article: Econophysics -- a new area for computational statistical physics?
Recommended article: Application of computational statistical physics to scale invariance and universality in economic phenomena
Recommended article: Statistical physics and economics. Concepts, tools, and applications.
Recommended article: Statistical mechanics of complex economies
description: scientific article; zbMATH DE number 1861671