Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd - In: Physica A: Statistical Mechanics and its Applications 279 (2000) 1, pp. 443-456
In recent years, physicists have started applying concepts and methods of statistical physics to study economic problems. The word “Econophysics” is sometimes used to refer to this work. Much recent work is focused on understanding the statistical properties of financial time series. One...