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Theoretical analysis and simulations of the generalized Lotka-Volterra model
9 references·7 citing·40 second hop
Theoretical analysis and simulations of the generalized Lotka-Volterra model (2002)Theoretical analysis and simulations of t…Power laws of wealth, market order volumes and market returns (2001)Power laws of wealth, market …Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Universal and Nonuniversal Pr…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…New evidence for the power-law distribution of wealth (1997)New evidence for the power-la…Large financial crashes (1997)Large financial crashesScaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Stable Paretian Random Functions and the Multiplicative Variation of Income (1961)Stable Paretian Random Functi…Multi-renewable management: Interactions between wind and solar within uncertain technology ecological system (2019)Multi-renewable management: I…Econophysics and Physical Economics (2013)Econophysics and Physical Eco…Kinetic models for socio-economic dynamics of speculative markets (2011)Kinetic models for socio-econ…Kinetic models of conservative economies with wealth redistribution (2009)Kinetic models of conservativ…Power Laws in Economics and Finance (2008)Power Laws in Economics and F…Double power laws in income and wealth distributions (2008)Double power laws in income a…Dynamics of money and income distributions (2005)Dynamics of money and income …Théorie de la spéculation (1900)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Power Laws in Economics and Finance (2009)Human behavior and the principle of least effort (1949)Human Behaviour and the Principle of Least Effort. (1950)Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States (2001)Basic kinetic wealth-exchange models: common features and open problems (2009)Efficient Capital Markets: II (1991)Finite-time singularity in the dynamics of the world population, economic and financial indices (2001)Is there a real-estate bubble in the US? (2005)The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)The Economy as an Evolving Complex System II (2018)Elements of Physical Biology (1925)Elements of Physical Biology. (1926)Temporal evolution of the “thermal” and “superthermal”\nincome classes in the USA during 1983–2001 (2004)Modern Portfolio Theory and Investment Analysis. (1982)Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Random matrix approach to cross correlations in financial data (2002)Dynamics of market correlations: Taxonomy and portfolio analysis (2003)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Pricing of Options and Corporate Liabilities (1973)Institutional Investors and Stock Market Volatility (2006)Cross-correlations between volume change and price change (2009)A Model of Income Distribution (1953)The Pareto-Levy Law and the Distribution of Income (1960)Rulers and the Ruled: Patterned Inequality and the Onset of Mass Political Violence (1988)Skewed Wealth Distributions: Theory and Empirics (2018)Approaches to the Economics of Discrimination (2025)Scaling of the distribution of price fluctuations of individual companies (1999)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Multifractal analysis of financial markets: a review (2019)Pareto law in a kinetic model of market with random saving propensity (2003)The scale-free topology of market investments (2004)Agent-based models of financial markets (2007)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)
this work references cited by second hop

References

  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited
  • 1998Inverse cubic law for the distribution of stock price variations590 cited
  • 1997New evidence for the power-law distribution of wealth317 cited
  • 1997Large financial crashes277 cited
  • 1961Stable Paretian Random Functions and the Multiplicative Variation of Income199 cited
  • 2001Power laws of wealth, market order volumes and market returns154 cited

Cited by

  • 2005Dynamics of money and income distributions102 cited
  • 2008Power Laws in Economics and Finance88 cited
  • 2008Double power laws in income and wealth distributions83 cited
  • 2013Econophysics and Physical Economics76 cited
  • 2011Kinetic models for socio-economic dynamics of speculative markets69 cited
  • 2009Kinetic models of conservative economies with wealth redistribution65 cited

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2019
Multi-renewable management: Interactions between wind and solar within uncertain technology ecological system
41 cited