Breaking down the barriers between econophysics and financial economics
详细信息 查看全文
- 作者：Franck Jovanovic fpgaj1@le.ac.uk" class="auth_mail" title="E-mail the corresponding author ; Christophe Schinckus cs354@le.ac.uk" class="auth_mail" title="E-mail the corresponding author
- 关键词：Statistical physics applied to finance ; Power laws ; Interdisciplinarity ; Econophysics ; Financial economics and econophysics
- 刊名：International Review of Financial Analysis
- 出版年：2016
- 出版时间：October 2016
- 年：2016
- 卷：47
- 期：Complete
- 页码：256-266
- 全文大小：489 K
文摘
- •
Why the works developed by econophysicists are not recognized in finance
- •
The theoretical roots of econophysics models
- •
What remains to be done for econophysicists to contribute to financial economics