Applications of statistical mechanics to finance

Physica A: Statistical Mechanics and its Applications

Volumn 274, Issue 1, 1999, Pages 216-221

  Mantegna, Rosario N ^a,b   Palágyi, Zoltán ^c   Stanley, H Eugene ^d,e  

^a INFM   (Italy)

^b UNIVERSITY OF PALERMO   (Italy)

^c BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^d Center for Polymer Studies   (United States)

^e Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMICS; PROBABILITY DENSITY FUNCTION; STATISTICAL MECHANICS; TIME SERIES ANALYSIS;

ECONOPHYSICS; STOCK PRICE;

FINANCE;

EID: 0342647310     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00395-7     Document Type: Article

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