Chakraborti, Anirban; Toke, Ioane Muni; Patriarca, Marco; … - In: Quantitative Finance 11 (2011) 7, pp. 1013-1041
This article is the second part of a review of recent empirical and theoretical developments usually grouped under the heading Econophysics. In the first part, we reviewed the statistical properties of financial time series, the statistics exhibited in order books and discussed some studies of...