Inverse statistics in economics: the gain–loss asymmetry-Reference-Cited by-同舟云学术

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Inverse statistics in economics: the gain–loss asymmetry

Published:2003-06 Issue:1-2 Volume:324 Page:338-343
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Jensen Mogens H.,Johansen Anders,Simonsen Ingve

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference10 articles.

1. Theory of Financial Risks: From Statistical Physics to Risk Management;Bouchaud,2000

2. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

3. Options, Futures, and Other Derivatives;Hull,2000

4. The Variation of Certain Speculative Prices

5. Optimal investment horizons

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