A unified econophysics for price return distributions used in econophysics [r-libre/1169]

Bucsa, Gigel; Jovanovic, Franck et Schinckus, Christophe (2011). A unified econophysics for price return distributions used in econophysics. Physica A: Statistical Mechanics and its Applications, 390 (20), 3435-3443.

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Catégorie de document :	Articles de revues
Évaluation par un comité de lecture :	Oui
Étape de publication :	Publié
Résumé :	For a decade, a new theoretical movement called ‘‘econophysics’’ has been initiated by some physicists who began to publish articles devoted to the study of economic and financial phenomena. Since then, econophysicists have written a very prolific literature about the way of characterizing the evolution of financial prices. Today, there is an ‘‘extreme diversity’’ of models recently developed by econophysicists whose research is sometimes presented as an ill-defined field. The objective of this paper is precisely to provide a unified framework in order to contribute to unify econophysics and to base this new field on shared scientific standards.
Adresse de la version officielle :	http://www.sciencedirect.com/science/article/pii/S...
Déposant:	Jovanovic, Franck
Responsable :	Franck Jovanovic
Dépôt :	08 sept. 2017 19:41
Dernière modification :	08 sept. 2017 19:41

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