Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance

Physica A: Statistical Mechanics and its Applications

Volumn 382, Issue 1, 2007, Pages 286-301

  Stanley, H E ^a   Gabaix, Xavier ^b,c   Gopikrishnan, Parameswaran ^a   Plerou, Vasiliki ^a  

^a Boston University   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CRYSTALLINE MATERIALS; DATABASE SYSTEMS; FINANCE; INFORMATION ANALYSIS; STATISTICAL MECHANICS; THEOREM PROVING;

ECONOMIC FLUCTUATIONS; SPATIAL ARCHITECTURE; STATISTICAL PHYSICS;

ECONOMIC ANALYSIS;

EID: 34249792897     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.023     Document Type: Article

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