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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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Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Lukas Vacha, Jozef Barunik

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (652 views, 679 download, 0 comments)

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On Hurst exponent estimation under heavy-tailed distributions

Jozef Barunik, Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (642 views, 678 download, 0 comments)

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Monte Carlo-based tail exponent estimator

Jozef Barunik, Lukas Vacha

posted by LKristoufek's pictureLKristoufek, 31 January 2012

pdf other (649 views, 591 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 (604 views, 957 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 (625 views, 960 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 (638 views, 630 download, 0 comments)

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How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study

Ladislav Kristoufek

posted by LKristoufek's pictureLKristoufek, 18 January 2012

pdf ps other (633 views, 1138 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 (730 views, 337 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 (618 views, 329 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 (587 views, 292 download, 0 comments)

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