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Potential force observed in market dynamics
5 references·2 citing·24 second hop
Potential force observed in market dynamics (2006)Potential force observed in market dynami…Practical Fruits of Econophysics (2006)Practical Fruits of Econophys…A Non‐Random Walk Down Wall Street. (2003)A Non‐Random Walk Down Wall S…A non-random walk down Wall Street (1999)A non-random walk down Wall S…Sparseness and Roughness of Foreign Exchange Rates (1998)Sparseness and Roughness of F…Théorie de la spéculation (1900)Théorie de la spéculationFinancial Brownian particle in the critical order book fluid and Fluctuation-Dissipation theorems (2014)Financial Brownian particle i…Econophysics of Order-driven Markets (2011)Econophysics of Order-driven …The Variation of Certain Speculative Prices (1963)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (1999)Multifractal nature of stock exchange prices (2002)DETECTING MULTIFRACTAL PROPERTIES IN ASSET RETURNS: THE FAILURE OF THE "SCALING ESTIMATOR" (2004)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Some limit theorems for Hawkes processes and application to financial statistics (2013)Theory of Rational Option Pricing (1973)Continuous Auctions and Insider Trading (1985)Empirical properties of asset returns: stylized facts and statistical issues (2001)The Efficient Market Hypothesis and Its Critics (2003)The Adaptive Markets Hypothesis (2004)Business performance and social media: Love or hate? (2014)An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market (2019)Temporal Relational Ranking for Stock Prediction (2019)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Clusters or networks of economies? A macroeconomy study through Gross Domestic Product (2007)A statistical physics view of financial fluctuations: Evidence for scaling and universality (2008)Switching Phenomena in a System with No Switches (2010)
this work references cited by second hop

References

  • 1900Théorie de la spéculation2,702 cited
  • 1999A non-random walk down Wall Street654 cited
  • 2006Practical Fruits of Econophysics123 cited
  • 1998Sparseness and Roughness of Foreign Exchange Rates74 cited
  • 2003A Non‐Random Walk Down Wall Street.51 cited

Cited by

  • 2014Financial Brownian particle in the critical order book fluid and Fluctuation-Dissipation theorems60 cited
  • 2011Econophysics of Order-driven Markets51 cited

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