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Stochastic behavioral asset pricing models and the stylized facts

Lux, Thomas - 2008

High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...

Persistent link: https://www.econbiz.de/10010295122

Applications of statistical physics in finance and economics

Lux, Thomas - 2007

economics and nance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from … the recent inception of new strands of research on this topic both within econophysics and the neoclassical economics …

Persistent link: https://www.econbiz.de/10010295154

Applications of statistical physics in finance and economics

Lux, Thomas - 2008

economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from … the recent inception of new strands of research on this topic, both within econophysics and the neoclassical economics …

Persistent link: https://www.econbiz.de/10010273110

Stochastic behavioral asset pricing models and the stylized facts

Lux, Thomas - 2008

Persistent link: https://www.econbiz.de/10010273169

Worrying trends in econophysics

Gallegatti, Mauro; Keen, Steve; Lux, Thomas; Ormerod, Paul - Universita Politecnica delle Marche; University of …; … - 2006

Econophysics has already made a number of important empirical contributions to our understanding of the social and … amount of reasonably well-defined data. More recently, Econophysics has also begun to tackle other areas of economics where …

Persistent link: https://www.econbiz.de/10009482163