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

Bucsa, Gigel; Jovanovic, Franck, & 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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Content : Accepted Version
Item Type: Journal Articles
Refereed: Yes
Status: Published
Abstract: 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.
Official URL: http://www.sciencedirect.com/science/article/pii/S...
Depositor: Jovanovic, Franck
Owner / Manager: Franck Jovanovic
Deposited: 08 Sep 2017 19:41
Last Modified: 08 Sep 2017 19:41

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