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A post Keynesian framework of exchange rate determination
Limas Maldonado, Erick José - 2020
Persistent link: https://www.econbiz.de/10012427071
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Microstructures of correlated financial markets
Wang, Shanshan - 2017
Persistent link: https://www.econbiz.de/10012802611
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Dynamisches Spin-Modell für Finanzmärkte mit korrelierten Ertragszeitreihen
Eckrot, Alexander - 2018
Persistent link: https://www.econbiz.de/10012164716
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Analyzing market microstructure with methods of statistical physics
Henao Londoño, Juan Camilo - 2022
Persistent link: https://www.econbiz.de/10013286359
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Econophysics : quantitative studies of equity and credit markets
Schäfer, Rudi - 2012
Persistent link: https://www.econbiz.de/10010420139
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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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Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina - 2018
Persistent link: https://www.econbiz.de/10011914214
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Wavelets im Rahmen der Econophysik : eine naturwissenschaftlich geprägte Analyse von Finanzmärkten
Hodek, Jakub - 2015
Persistent link: https://www.econbiz.de/10011326905
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Higher order moments in distribution modelling with applications to risk management
Malo, Pekka - 2007
Persistent link: https://www.econbiz.de/10003504508
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When physics became undisciplined : an essay on econophysics
Schinckus, Christophe - 2018
Persistent link: https://www.econbiz.de/10012421041