Quantifying fluctuations in economic systems by adapting methods of statistical physics
Authors:
- H.E. StanleyHSH.E. Stanley
- P. GopikrishnanPGP. Gopikrishnan
- V. PlerouVPV. Plerou
- L.A.N. AmaralLAL.A.N. Amaral
Open Access
- 1 December 2000
- journal article
- conference paper
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 287 (3-4) , 339-361
Abstract
No abstract availableKeywords
This publication has 107 references indexed in Scilit:
- Universal and Nonuniversal Properties of Cross Correlations in Financial Time SeriesPhysical Review Letters, 1999
- Universal Features in the Growth Dynamics of Complex OrganizationsPhysical Review Letters, 1998
- Power Law Scaling for a System of Interacting Units with Complex Internal StructurePhysical Review Letters, 1998
- Varieties of long memory modelsJournal of Econometrics, 1996
- Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamicsRicerche Economiche, 1993
- The Distribution of Stock ReturnsJournal of the American Statistical Association, 1972
- Introducing scale symmetryPhysics Today, 1972
- Parameter Estimates for Symmetric Stable DistributionsJournal of the American Statistical Association, 1971
- The Typical Spectral Shape of an Economic VariableEconometrica, 1966
- Mandelbrot and the Stable Paretian HypothesisThe Journal of Business, 1963