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long time, affecting significantly stock prices. For appropriaterepresentation of the series dynamics and the possibility …
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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 …
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covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it …, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the …
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