Econophysics: financial time series from a statistical physics point of view
Year of publication: |
2000
|
---|---|
Authors: | Plerou, Vasiliki ; Gopikrishnan, Parameswaran ; Rosenow, Bernd ; Amaral, Luis A.N. ; Stanley, H. Eugene |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 279.2000, 1, p. 443-456
|
Publisher: |
Elsevier |
Subject: | Econophysics | Random matrix theory | Volatility | Levy distribution | Economics | Firm growth | GDP (gross domestic product) |
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