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~isPartOf:"Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]"
~subject:"Börsenkurs"
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Gopikrishnan, P.
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Mantegna, Rosario N.
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
Journal of econometrics
10
Applied economics
8
The European journal of finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
Journal of empirical finance
7
Economic modelling
6
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
CREATES research paper
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Economics working paper
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of risk and financial management : JRFM
4
NBER Working Paper
4
NBER working paper series
4
Pacific-Basin finance journal
4
Quantitative finance
4
Research in international business and finance
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Annals of financial economics
3
Applied financial economics
3
Bundesbank Series 1 Discussion Paper
3
Computational economics
3
Discussion Paper Series 1
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Finance and economics discussion series
3
International journal of forecasting
3
International review of economics & finance : IREF
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International review of financial analysis
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk finance : the convergence of financial products and insurance
3
Review of asset pricing studies
3
School of Accounting, Finance and Economics & FEMARC working paper series
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1
Price fluctuations and market activity
Gopikrishnan, P.
;
Plerou, V.
;
Gabaix, X.
;
Amaral, L. A. N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [12]-17)
.
2002
Persistent link: https://www.econbiz.de/10001679213
Saved in:
2
Random matrix theory and cross-correlations of stock prices
Rosenow, B.
;
Gopikrishnan, P.
;
Plerou, V.
;
Stanley, H. E.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [27]-34)
.
2002
Persistent link: https://www.econbiz.de/10001679223
Saved in:
3
Dynamics of correlations in the stock market
Drożdż, S.
;
Grümmer, F.
;
Ruf, François
;
Speth, J.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [41]-50)
.
2002
Persistent link: https://www.econbiz.de/10001679227
Saved in:
4
Variety of stock returns in normal and extreme market days : the August 1998 crisis
Lillo, Fabrizio
;
Bonanno, Giovanni
;
Mantegna, Rosario N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [77]-89)
.
2002
Persistent link: https://www.econbiz.de/10001679237
Saved in:
5
High frequency data analysis in an emerging and a developed market
Palágyi, Zoltán
;
Kőrösi, Gábor
;
Mantegna, Rosario N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [102]-109)
.
2002
Persistent link: https://www.econbiz.de/10001679243
Saved in:
6
Micro-simulations of financial markets and the stylized facts
Lux, Thomas
;
Heitger, Florian
- In:
Empirical science of financial fluctuations : the …
,
(pp. [123]-134)
.
2002
Persistent link: https://www.econbiz.de/10001679476
Saved in:
7
Why is it fat-tailed?
Kubota, Kocho
- In:
Empirical science of financial fluctuations : the …
,
(pp. [207]-213)
.
2002
Persistent link: https://www.econbiz.de/10001679488
Saved in:
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