Dynamics of Markets: Scaling, pair correlations, and conditional densities

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Emergent Macroeconomics: An Agent-Based Approach to Business Fluctuations (2008, unknown): “economics since its inception is the restricted idea of equilibrium as developed in rational mechanics (Mirowski, 1989), in particular in its static version attributed to Archimedes (McCauley, 2004).”
A new class of asymmetric exponential power densities with applications to economics and finance (2011, background): “…financial markets cannot be prope ly described by using the Gaussian distribution; quite the contrary, almost every financial return series hasbeen found to be characterized by the presence of fat tails (cfr. the reviews in Mantegna and Stanley, 2000; McCauley, 2007, and the references therein).”