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Stochastic behavioral asset pricing models and the stylized facts

Lux, Thomas (contributor) - 2008

High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...

Persistent link: https://www.econbiz.de/10003715066

Stochastic behavioral asset pricing models and the stylized facts

Lux, Thomas (contributor) - 2008

Persistent link: https://www.econbiz.de/10003721495

Multifractal models, intertrade durations and return volatility

Segnon, Mawuli - 2015

Persistent link: https://www.econbiz.de/10011299266

Modeling financial market using percolation theory

Byachkova, Anastasiya; Simonov, Artem - In: Financial econometrics and empirical market microstructure, (pp. 47-53). 2015

Persistent link: https://www.econbiz.de/10011326719

Wavelets im Rahmen der Econophysik : eine naturwissenschaftlich geprägte Analyse von Finanzmärkten

Hodek, Jakub - 2015

Persistent link: https://www.econbiz.de/10011326905

On the "usual" misunderstandings between econophysics and finance : some clarifications on modelling approaches and efficient market hypothesis

Ausloos, Marcel; Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 7-14

Persistent link: https://www.econbiz.de/10011624013

Breaking down the barriers between econophysics and financial economics

Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 256-266

Persistent link: https://www.econbiz.de/10011624166

Handbook of research on complexity

Rosser, John Barkley (contributor) - 2009

, econophysics and financial markets, international economic dynamics, evolutionary and ecological-environmental economics, and …

Persistent link: https://www.econbiz.de/10011851471

When Financial Economics Influences Physics : The Role of Econophysics

Jovanovic, Franck - 2018

This paper aims at analyzing the unexpected influence of Financial economics on Physics. The rise of Econophysics, a … past. Methodological debates emerging in Econophysics led physicists to acknowledge that dealing with financial complex … investigates and illustrates what are the methodological changes generated by Econophysics that explain this new influence of …

Persistent link: https://www.econbiz.de/10012907170

An introduction to econophysics : correlations and complexity in finance

Mantegna, Rosario N. - 2000

This book concerns the use of concepts from statistical physics in the description of financial systems. These concepts are applied to financial time series to gain an understanding of the behavior of financial markets. The book will be of interest to physicists and economists and professionals...

Persistent link: https://www.econbiz.de/10012672582