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Articles: Econophysics Articles Published in Physica A [URL]

posted by editor's pictureeditor, 01 May 2000

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Resources: Lectures on Stochastic Calculus and Finance [URL]

posted by editor's pictureeditor, 01 April 2000

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Web site: www.ComDig.de [URL]

posted by editor's pictureeditor, 01 March 2000

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Pages

Monte Carlo-based tail exponent estimator

Jozef Barunik, Lukas Vacha

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (573 views, 457 download, 0 comments)

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A drift formulation of Gresham's Law

Reginald D. Smith

posted by Rsmith's pictureRsmith, 23 January 2012

pdf ps other (524 views, 697 download, 0 comments)

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Towards a transdisciplinary econophysics

Franck Jovanovic and Christophe Schinckus

posted by gocadog's picturegocadog, 21 January 2012

pdf (524 views, 875 download, 0 comments)

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Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 18 January 2012

pdf other (559 views, 492 download, 0 comments)

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Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM

G. Cadogan

posted by gocadog's picturegocadog, 08 January 2012

other (633 views, 264 download, 1 comments)

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Trading Rules Over Fundamentals: A Stock Price Formula for High Frequency Trading, Bubbles and Crashes

G. Cadogan

posted by gocadog's picturegocadog, 03 January 2012

other (527 views, 253 download, 0 comments)

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The Source of Uncertainty in Probabilistic Preferences Over Gambles

Godfrey Cadogan

posted by gocadog's picturegocadog, 15 December 2011

other (502 views, 220 download, 0 comments)

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The Numerical Generalized Least-Squares Estimator of an Unknown Constant Mean of Random Field

Tomasz Suslo

posted by tomaszsuslo's picturetomaszsuslo, 18 November 2011

pdf ps other (505 views, 656 download, 0 comments)

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The dynamics of stock exchange based on the formalism of weak continuous quantum measurement

S. Melnyk and I. Tuluzov

posted by Melnyk's pictureMelnyk, 31 October 2011

pdf (720 views, 280 download, 0 comments)

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Pages

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