Econophysics and the Complexity of Financial Markets

2011/01/01 by Dean Rickles · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Theoretical and Computational Physics

paper · doi:10.1016/b978-0-444-52076-0.50019-5

crossref issued 2011/01/01 · crossref published 2011/01/01 · crossref published-print 2011/01/01 · openalex publication_date 2011/01/01 · crossref created 2011/07/19 · crossref deposited 2018/12/01 · openalex created_date 2025/10/10 · crossref indexed 2026/01/20 · openalex updated_date 2026/07/28

Citations

• Dynamic models of segregation†
• The Pricing of Options and Corporate Liabilities
• A BEHAVIORAL MODEL OF RATIONAL CHOICE
• Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales
• Power laws, Pareto distributions and Zipf's law
• The Variation of Certain Speculative Prices

Cited by

• Dean Rickles [wikipedia]