Empirical analyses of networks in finance

von Iori, Giulia
Veröffentlicht in Handbook of computational economics ; Volume 4: Heterogeneous agent modeling (2018)

Statistical properties of statistical ensembles of stock returns

von Lillo, Fabrizio
Veröffentlicht in International journal of theoretical and applied finance (2000)

Modeling the dynamics of a financial index after a crash

von Lillo, Fabrizio
Veröffentlicht in The complex dynamics of economic interaction (2004)

An introduction to econophysics : correlations and complexity in finance

von Mantegna, Rosario N.
Veröffentlicht 2007

An introduction to econophysics : correlations and complexity in finance

von Mantegna, Rosario N.
Veröffentlicht 2004

An introduction to econophysics : correlations and complexity in finance

von Mantegna, Rosario N.
Veröffentlicht 2000

[Rezension von: Mantegna, Rosario N., ..., An introduction to econophysics]

von Malkiel, Burton G.
Veröffentlicht in Journal of economic literature (2001)

˜Anœ introduction to econophysics : correlations and complexity in finance

von Mantegna, Rosario N.
Veröffentlicht 2000

Variety of stock returns in normal and extreme market days : the August 1998 crisis

von Lillo, Fabrizio
Veröffentlicht in Empirical science of financial fluctuations (2002)

When financial economics influences physics : the role of Econophysics

von Jovanovic, Franck
Veröffentlicht in International review of financial analysis (2019)

Correlation, hierarchies, and networks in financial markets

von Tumminello, Michele
Veröffentlicht in Journal of economic behavior & organization (2010)

High frequency data analysis in an emerging and a developed market

von Palágyi, Zoltán
Veröffentlicht in Empirical science of financial fluctuations (2002)

Price impact function of a single transaction

von Lillo, Fabrizio
Veröffentlicht in The complex dynamics of economic interaction (2004)

Statistical characterization of deviations from planned flight trajectories in air traffic management

von Bongiorno, C.
Veröffentlicht in Journal of air transport management (2017)

Networked relationships in the e-MID interbank market : a trading model with memory

Veröffentlicht in Journal of economic dynamics & control (2015)

Proceedings of the International Workshop on Econophysics and Statistical Finance : held at University of Palermo, Italy, 28 - 30 September 1998

Veröffentlicht 1999

Do firms share the same functional form of their growth rate distribution? : a statistical test

Veröffentlicht in Journal of economic dynamics & control (2014)

Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market

Veröffentlicht in Inventi impact: microfinance & banking (2012)

Applying complexity science to air traffic management

Veröffentlicht in Journal of air transport management (2015)

Computational social science and complex systems : proceedings of the International School of Physics "Enrico Fermi", Varenna on Lake Como, Villa Monastero, 16-24 July 2018 = Sci...

Veröffentlicht 2019