Funder
National Natural Science Foundation of China
Subject
Condensed Matter Physics,Statistics and Probability
Reference66 articles.
1. Theory of Financial Risk and Derivative Pricing: From Statistical Physics To Risk Management;Bouchaud,2003
2. A theory of power-law distributions in financial market fluctuations;Gabaix;Nature,2003
3. Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing / Kirill Ilinski;Ilinski,2001
4. Econophysics: financial time series from a statistical physics point of view;Plerou;Physica A,2000
5. A simple model of herd behavior;Banerjee;Q. J. Econ.,1992
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献