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Towards a transdisciplinary econophysics
Schinckus, Christophe; Jovanovic, Franck - In: The journal of economic methodology 20 (2013) 2, pp. 164-183
Persistent link: https://www.econbiz.de/10009783239
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Dynamisches Spin-Modell für Finanzmärkte mit korrelierten Ertragszeitreihen
Eckrot, Alexander - 2018
Persistent link: https://www.econbiz.de/10012164716
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When physics became undisciplined : an essay on econophysics
Schinckus, Christophe - 2018
Persistent link: https://www.econbiz.de/10012421041
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Dynamics of markets : the new financial economics
McCauley, Joseph L. - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003825557
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Microscopic models of financial markets
Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006
This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...
Persistent link: https://www.econbiz.de/10003392155
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What can econophysics contribute to financial economics?
Schinckus, Christophe - In: International review of economics : journal of civil economy 58 (2011) 2, pp. 147-163
Persistent link: https://www.econbiz.de/10009153914
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Modeling financial market using percolation theory
Byachkova, Anastasiya; Simonov, Artem - In: Financial econometrics and empirical market microstructure, (pp. 47-53). 2015
Persistent link: https://www.econbiz.de/10011326719
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Econophysics : a new challenge for financial economics?
Jovanovic, Franck; Schinckus, Christophe - In: Journal of the history of economic thought 35 (2013) 3, pp. 319-352
Persistent link: https://www.econbiz.de/10010379589
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Econophysical Models of Finance : Baryonic Beta Dynamics and Beyond
Chen, James Ming - 2017
Econophysics applies the techniques of physics and nonlinear dynamics to complex economic problems. This essay invokes … econophysics in order to introduce a theoretical model that aspires to encompass all essential features of real financial markets …. It summarizes the central argument of my book, Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic …
Persistent link: https://www.econbiz.de/10012944893
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On the "usual" misunderstandings between econophysics and finance : some clarifications on modelling approaches and efficient market hypothesis
Ausloos, Marcel; Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 7-14
Persistent link: https://www.econbiz.de/10011624013