Scaling in financial prices: I. Tails and dependence

By Benoit B. Mandelbrot. 2001

84 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/f4492278f6e009350a66721075b4b4a754d617a3

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Condensed Matter Physics

1. Cars H. Hommes

In Economics and Econometrics

1. Cars H. Hommes
2. Frank H. Westerhoff
3. Roberto Dieci
4. Xue-zhong He
5. Florian Wagener
6. Carl Chiarella
7. Mikhail Anufriev
8. Gabriele Galati

Citations in the corpus

• Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186 (2005, background): “For a discussion and overviews of this literature see e.g. Farmer (1999), Mantegna and Stanley (2000), Bouchaud (2001), Cont (2001) and Mandelbrot (2001ab).”