A statistical physics perspective on criticality in financial markets
Author:
Publisher
IOP Publishing
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Statistical and Nonlinear Physics
Link
http://stacks.iop.org/1742-5468/2013/i=11/a=P11004/pdf
Reference43 articles.
1. Empirical properties of asset returns: stylized facts and statistical issues
2. Hierarchical structure in financial markets
3. Dynamics of market correlations: Taxonomy and portfolio analysis
4. Market structure explained by pairwise interactions
5. A theory of power-law distributions in financial market fluctuations
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