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EMPIRICAL LAWS OF A STOCK PRIC...
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1
Econophysics
: finance, economics and physics
Ray, Russ
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 273-277
Persistent link: https://www.econbiz.de/10009230963
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2
Microscopic models of financial markets
Samanidou, Egle
;
Zschischang, Elmar
;
Stauffer, Dietrich
; …
-
2006
regularities (power-law tails of the distribution of
returns
, temporal scaling of
volatility
) only gradually appeared over the …
Persistent link: https://www.econbiz.de/10003392155
Saved in:
3
Applications of statistical physics in finance and economics
Lux, Thomas
(
contributor
)
-
2007
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/10003441215
Saved in:
4
Five years of continuous-time random walks in
econophysics
Scalas, Enrico
- In:
The complex networks of economic interactions : essays …
,
(pp. 3-16)
.
2005
Persistent link: https://www.econbiz.de/10003253864
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5
Einführung in die Ökonophysik : eine naturwissenschaftliche Analyse ökonomischer Systeme
Mimkes, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10013331991
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6
Wechselkursunsicherheit und Außenhandel : eine Analyse der theoretischen Literatur
Fischer, Malte
-
1997
Persistent link: https://www.econbiz.de/10000967501
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7
Forecasing index
volatility
: sampling interval and non-trading effects
Walsh, David M.
;
Tsou, Glenn Yu-Gen
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
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8
Margin requirements,
volatility
, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
- In:
Journal of financial services research : JFSR
13
(
1998
)
3
,
pp. 231-255
Persistent link: https://www.econbiz.de/10001250344
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9
The impact of exchange rate
volatility
on international trade flows
McKenzie, Michael D.
- In:
Journal of economic surveys
13
(
1999
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10001255597
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10
Essays in experimental asset pricing
Donini, Alessandra
-
2016
Persistent link: https://www.econbiz.de/10011569351
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