Evidence for criticality in financial data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Condensed Matter Physics,Electronic, Optical and Magnetic Materials
Link
http://link.springer.com/article/10.1140/epjb/e2017-80535-3/fulltext.html
Reference46 articles.
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2. H. Takayasu, Empirical science of financial fluctuations: the advent of econophysics (Springer, Berlin, 2002)
3. A. Bunde, H.J. Schellnhuber, J. Kropp, The science of disasters: climate disruptions, hearth attacks and market crashes (Springer, Berlin, 2002)
4. L. Bachelier, Ann. Sci. École Norm. Suppl. 3, 21 (1900)
5. B.B. Mandelbrot, J. Bus. 36, 294 (1962)
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