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  • Search: isPartOf:"Cambridge elements. Elements in econophysics"
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Year of publication
Subject
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Estimation 2 Schätzung 2 Early warning system 1 Econophysics 1 Einkommensverteilung 1 Financial market 1 Finanzmarkt 1 Frühwarnsystem 1 Income distribution 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 Theory of distribution 1 Time series analysis 1 Verteilungstheorie 1 Zeitreihenanalyse 1 early warning 1 econophysics 1 financial time series 1 multi-scaling behavior 1 recurrence interval 1 risk estimation 1 scaling behavior 1 Ökonophysik 1
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Online availability
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Undetermined 2
Type of publication
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Book / Working Paper 2
Language
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English 2
Author
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Clementi, Fabio 1 Jiang, Zhi-Qiang 1 Xie, Wen-Jie 1 Zhou, Wei-Xing 1
Published in...
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Cambridge elements. Elements in econophysics 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
The κ-statistics approach to income distribution analysis
Clementi, Fabio - 2025
This Element presents the κ-generalized distribution, a statistical model tailored for the analysis of income distribution. Developed over years of collaborative, multidisciplinary research, it clarifies the statistical properties of the model, assesses its empirical validity and compares its...
Persistent link: https://www.econbiz.de/10015404888
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Cover Image
Recurrence interval analysis of financial time series
Zhou, Wei-Xing; Jiang, Zhi-Qiang; Xie, Wen-Jie - 2024
Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial...
Persistent link: https://www.econbiz.de/10014491224
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