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The double role of GDP in shaping the structure of the International Trade Network

Almog, Assaf; Squartini, Tiziano; Garlaschelli, Diego - In: International journal of computational economics and … 7 (2017) 4, pp. 381-398

Persistent link: https://www.econbiz.de/10011863056

Multiscale correlation networks analysis of the US stock market : a wavelet analysis

Wang, Gang-Jin; Chi, Xie; Chen, Shou - In: Journal of economic interaction and coordination : JEIC 12 (2017) 3, pp. 561-594

Persistent link: https://www.econbiz.de/10011878725

Are stock market networks non-fractal? : evidence from New York stock exchange

Zeng, Zhi-Jian; Chi, Xie; Yan, Xin-Guo; Hu, Jue; Mao, Zhou - In: Finance research letters 17 (2016), pp. 97-102

Persistent link: https://www.econbiz.de/10011596242

Value added from the perspective of econophysics

Hurnyak, Ihor; Struk, Nataliya; Kordonska, Aleksandra - In: Comparative economic research : Central and Eastern Europe 24 (2021) 4, pp. 137-152

different frequencies. The purpose of this article is to verify whether the econophysics approach could be successfully used to … econophysics approach to estimating the economic value added. …

Persistent link: https://www.econbiz.de/10012886817

Heterogeneous speculators and stock market dynamics : a simple agent-based computational model

Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - In: The European journal of finance 28 (2022) 13/15, pp. 1263-1282

Persistent link: https://www.econbiz.de/10013532181

Theoretical and experimental evidence on stock market volatilities : a two-phase flow model

Wang, Limin; Xu, Yingying; Salem, Sultan - In: Economic research 34 (2021) 1,3, pp. 3245-3269

Persistent link: https://www.econbiz.de/10014233517

Analyzing market microstructure with methods of statistical physics

Henao Londoño, Juan Camilo - 2022

Persistent link: https://www.econbiz.de/10013286359

Learning curve for collective behavior of zero-intelligence agents in successive job-hunting processes with a diversity of Jaynes–Shannon’s MaxEnt principle

Chen, He; Inoue, Jun-ichi - In: Evolutionary and institutional economics review 10 (2013) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10010240569

Towards a transdisciplinary econophysics

Schinckus, Christophe; Jovanovic, Franck - In: The journal of economic methodology 20 (2013) 2, pp. 164-183

Persistent link: https://www.econbiz.de/10009783239

Stochastic modelling for financial bubbles and policy

Fry, John - In: Cogent economics & finance 3 (2015) 1, pp. 1-14

In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. By modifying previous approaches, we are able to derive novel analytical formulae for evaluation problems and for the expected...

Persistent link: https://www.econbiz.de/10010492380