Similar Search Results

When physics became undisciplined : an essay on econophysics

Schinckus, Christophe - 2018

Persistent link: https://www.econbiz.de/10012421041

Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006

This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...

Persistent link: https://www.econbiz.de/10003392155

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

Econophysical Models of Finance : Baryonic Beta Dynamics and Beyond

Chen, James Ming - 2017

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 …

Persistent link: https://www.econbiz.de/10012944893

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

A look at financial dependencies by means of econophysics and financial economics

Raddant, M.; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 18 (2023) 4, pp. 701-734

Persistent link: https://www.econbiz.de/10014422588

Ökonophysik : Die Physik des Finanzmarktes

Preis, Tobias - 2011

Mit der Finanzkrise ist auch die klassische ökonomische Theoriebildung in eine Krise geraten: In effizienten Märkten sollte es eigentlich keine Asset-Blasen und Börsencrashs geben. Als interdisziplinärer Ansatz der Wirtschaftswissenschaften und der Physik besteht der Anspruch der...

Persistent link: https://www.econbiz.de/10014425139

Ökonophysik : die Physik des Finanzmarktes

Preis, Tobias - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008658990

A critical review of the main approaches on financial market dynamics modelling

Pasca, Lucian - In: Journal of heterodox economics : JHE 2 (2015) 2, pp. 151-167

Persistent link: https://www.econbiz.de/10011917353

1
2
3
4
5
6
7
8
9
10
Next
Last