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Volumn 18, Issue 4-5, 2004, Pages 705-713

On the statistical physics contribution to quantitative finance

Author keywords

Econophysics; Quantitative finance; Statistical physics

Indexed keywords

CONFERENCE PAPER; CORRELATION FUNCTION; FINANCE; NONLINEAR SYSTEM; STATISTICAL MODEL;

EID: 2342505843     PISSN: 02179792     EISSN: None     Source Type: Journal    
DOI: 10.1142/s021797920402432x     Document Type: Conference Paper
Times cited : (7)

References (47)
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    • Fama, E.F.1
  • 9
    • 0000480869 scopus 로고
    • E. F. Fama, J. Business 38, 34 (1965); J. Finance 25, 383 (1970); J. Finance 46, 1575 (1991).
    • (1970) J. Finance , vol.25 , pp. 383
  • 10
    • 0000029776 scopus 로고
    • E. F. Fama, J. Business 38, 34 (1965); J. Finance 25, 383 (1970); J. Finance 46, 1575 (1991).
    • (1991) J. Finance , vol.46 , pp. 1575
  • 12
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    • F. Black and M.S. Scholes, J. Finance 27, 399 (1972); J. Political Economy 81, 637 (1973).
    • (1973) J. Political Economy , vol.81 , pp. 637
  • 19
    • 3042831202 scopus 로고    scopus 로고
    • X. Gabaix, P. Gopikrishnan, V. Plerou and H. E. Stanley, Nature 423, 267 (2003); Physica A324, 1 (2003).
    • (2003) Physica , vol.A324 , pp. 1
  • 35
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    • R. F. Engle, Econometrica 50, 987 (1982); (ed.), ARCH: Selected Readings (Oxford University Press, Oxford, 1995).
    • (1982) Econometrica , vol.50 , pp. 987
    • Engle, R.F.1
  • 36
    • 0004090530 scopus 로고
    • Oxford University Press, Oxford
    • R. F. Engle, Econometrica 50, 987 (1982); (ed.), ARCH: Selected Readings (Oxford University Press, Oxford, 1995).
    • (1995) ARCH: Selected Readings


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.