Concepedia
The European Physical Journal B · 2002 · 404 citations · 1 references
EngineeringPhysicsForecastingStochastic ProcessesTime Series AnalysisBrownian MotionDiffusion ProcessesErgodic TheoryMarkov ProcessesStochastic Differential EquationsTime Series ModelingMoving Average AnalysisMoving Average ModelsMoving Average Processes
1
<i>An Introduction to Econophysics: Correlations and Complexity in Finance</i>
Rosario N. Mantegna, H. Eugene Stanley, Neil Chriss · Physics Today · 2000 · 2.3K citations · Full text
Social Sciences, Economics, Finance +17