Econophysics: financial time series from a statistical physics point of view
By V. Plerou, P. Gopikrishnan, Bernd Rosenow, L. A. Amaral, H. Eugene Stanley. 2000
155 citations recorded by the source corpus.
Subfields: Computer Networks and Communications, Economics and Econometrics, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/010dd0e205db4999110db8ef93e17d0d6bd702a8
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Luciano Zunino
- Osvaldo Anibal Rosso
- D. Pérez
- Massimiliano Zanin
- Tao Zhou
- Jian Gao
- Benjamin Miranda Tabak
- K. Lim
In Statistical and Nonlinear Physics
- Luciano Zunino
- Osvaldo Anibal Rosso
- Massimiliano Zanin
- Tao Zhou
- Jian Gao
- Benjamin Miranda Tabak
- D. Pérez
- F. Serinaldi
Citations in the corpus
- Quantifying China's Regional Economic Complexity (2017, background): “More recent works on econophysics and complexity are summarized by review papers [34, 35, 36] and books [37, 38].”
- Forbidden patterns, permutation entropy and stock market inefficiency (2009, background): “Important regularities between financial and physical data were found [18,19].”