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Econophysical bourse volatility : global evidence
Ghosh, Bikramaditya; Krishna Mysore Chidambareswaran - In: Journal of central banking theory and practice 9 (2020) 2, pp. 87-107
Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … nature, as far as volatility, herd behaviour and nascent bubble are concerned. …
Persistent link: https://www.econbiz.de/10012305755
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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The application of econophysics : proceedings of the Second Nikkei Econophysics Symposium
Takayasu, Hideki (ed.) - 2004
Persistent link: https://www.econbiz.de/10001795365
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Quantifying volatility clustering in financial time series
Tseng, Jie-jun; Li, Sai-ping - In: International review of financial analysis 23 (2012), pp. 11-19
Persistent link: https://www.econbiz.de/10009690145
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Reaction to extreme events in a minimal agent based model
Zaccaria, Andrea; Cristelli, Matthieu; Pietronero, Luciano - In: Econophysics of systemic risk and network dynamics : …, (pp. 133-140). 2013
Persistent link: https://www.econbiz.de/10010211860
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Microstructures of correlated financial markets
Wang, Shanshan - 2017
Persistent link: https://www.econbiz.de/10012802611
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A multilayer model of order book dynamics
Biondo, Alessio Emanuele; Pluchino, Alessandro; … - In: The journal of network theory in finance 2 (2016) 3, pp. 37-52
Persistent link: https://www.econbiz.de/10011668566
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Complexity in economic and social systems
Drożdż, Stanisław (ed.); Kwapień, Jaroslaw (ed.);  … - 2021
There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the...
Persistent link: https://www.econbiz.de/10012586642
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Dynamisches Spin-Modell für Finanzmärkte mit korrelierten Ertragszeitreihen
Eckrot, Alexander - 2018
Persistent link: https://www.econbiz.de/10012164716