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An econophysics approach to th...
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Theory
Econophysics
950
Ökonophysik
269
Hurst exponent
250
econophysics
217
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201
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110
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101
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100
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99
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95
89.65.Gh Economics
91
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90
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78
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72
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71
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62
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English
187
German
7
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Lux, Thomas
9
Watanabe, Tsutomu
7
Mizuno, Takayuki
6
Chakrabarti, Bikas K.
5
Fujimoto, Shouji
5
Ishikawa, Atushi
5
Aruka, Yūji
4
Inoue, Jun-ichi
4
Jovanovic, Franck
4
McCauley, Joseph L.
4
Schinckus, Christophe
4
Chauveau, Thierry
3
Chen, He
3
Shapovalova, Kateryna
3
Subbotin, Alexander
3
Takayasu, Hideki
3
Westerhoff, Frank H.
3
Zhou, Wei-Xing
3
Abergel, Frédéric
2
Aoyama, Hideaki
2
Auer, Benjamin R.
2
Ausloos, Marcel
2
Basu, Banasri
2
Chakravarty, Satya R.
2
Chatterjee, Arnab
2
Chaudhuri, Tamal D.
2
Chen, James Ming
2
Cunha, Carlo Requião da
2
Di Matteo, Tiziana
2
Ferreira, Paulo
2
Gangopadhyay, Kausik
2
Garcin, Matthieu
2
Ghosh, Asim
2
Ghosh, Bikramaditya
2
Ghosh, Indranil
2
Grobys, Klaus
2
Gupta, Rangan
2
Hokamp, Sascha
2
Ikeda, Yūichi
2
Iyetomi, Hiroshi
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1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
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Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
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Technische Universität Dresden
1
Tredition GmbH <Hamburg>
1
Workshop on Economics with Heterogeneous Interacting Agents <7, 2002, Triest>
1
Workshop on Economics with Heterogeneous Interacting Agents <9, 2004, Kyōto>
1
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International review of financial analysis
10
Journal of economic interaction and coordination : JEIC
8
Econophysics and sociophysics : trends and perspectives
6
SpringerLink / Bücher
6
Finance research letters
5
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
4
Economics : the open-access, open-assessment e-journal
3
Economics working paper
3
Kiel working paper
3
New Economic Windows
3
New economic windows
3
Quantitative finance
3
The journal of network theory in finance
3
Applied economics
2
Artificial markets modeling : methods and applications
2
Financial innovation : FIN
2
Handbook of financial markets : dynamics and evolution
2
International journal of theoretical and applied finance
2
Investment management and financial innovations
2
Journal of risk and financial management : JRFM
2
Journal of risk finance : the convergence of financial products and insurance
2
Lecture notes in economics and mathematical systems : LNEMS
2
Research in international business and finance
2
The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was held at Kyoto University, Japan, from May 27 to 29. 2004]
2
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
2
Theoretical economics letters
2
Amfiteatru economic : an economic and business research periodical
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of financial economics
1
Applied economics letters
1
Atlantic economic journal : AEJ
1
BERG working paper series
1
Bewegungen in Unsicherheit/Unsicherheit in Bewegung : ökonomische Untersuchungen
1
Blockchain economics and financial market innovation : financial innovations in the digital age
1
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CAWM discussion paper
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Cambridge elements. Elements in econophysics
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Central Bank review / The Central Bank of the Republic of Turkey
1
Central European journal of economic modelling and econometrics
1
China finance review international
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ECONIS (ZBW)
194
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1
Identifying the transition from efficient-market to herding behavior : using a method from
econophysics
Muñoz Torrecillas, María José
;
Yalamova, Rossitsa
; …
- In:
The journal of behavioral finance : a publication of …
17
(
2016
)
2
,
pp. 157-182
Persistent link: https://www.econbiz.de/10011590974
Saved in:
2
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
3
Are standard asset pricing factors long-range dependent?
Auer, Benjamin R.
- In:
Journal of economics and finance
42
(
2018
)
1
,
pp. 66-88
Persistent link: https://www.econbiz.de/10011978140
Saved in:
4
Predictability and herding of bourse volatility : an
econophysics
analogue
Ghosh, Bikramaditya
;
Krishna, Mysore Chidambareswaran
; …
- In:
Investment management and financial innovations
15
(
2018
)
2
,
pp. 317-326
Persistent link: https://www.econbiz.de/10012055468
Saved in:
5
Analysis of stock markets, currency exchanges and tax revenues
Fanchiotti, H.
;
García Canal, C. A.
;
García Zúñiga, H.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [271]-274)
.
2002
Persistent link: https://www.econbiz.de/10001679505
Saved in:
6
Does parameterization affect the complexity of agent-based models?
Kukacka, Jiri
;
Kristoufek, Ladislav
- In:
Journal of economic behavior & organization : JEBO
192
(
2021
),
pp. 324-356
Persistent link: https://www.econbiz.de/10013188553
Saved in:
7
The comparative dynamics of developed and emerging stock markets : a long memory perspective
Bhattacharya, Sharad Nath
;
Bhattacharya, Mousumi
; …
- In:
Theoretical economics letters
8
(
2018
)
8
,
pp. 1493-1509
Persistent link: https://www.econbiz.de/10011888389
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8
Portuguese and Brazilian stock market integration : a non-linear and detrended approach
Ferreira, Paulo
- In:
Portuguese economic journal
16
(
2017
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011900471
Saved in:
9
Efficiency drifts in euronext stock indexes returns
Gomes, Luís M. P.
;
Soares, Vasco J. S.
;
Gama, Sílvio M. A.
- In:
International journal of business
27
(
2022
)
2
,
pp. 28-44
Persistent link: https://www.econbiz.de/10013395911
Saved in:
10
Risk diversification : a study of persistence with a filtered correlation-network approach
Musmeci, Nicoló
;
Aste, Tomaso
;
Di Matteo, Tiziana
- In:
The journal of network theory in finance
1
(
2015
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10011374578
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