Response to “Worrying Trends in Econophysics”

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

Natural Sciences, Economics, Mathematics +9

The Random Character of Stock Market Prices

Richard N. Rosett, Paul H. Cootner · Econometrica · 1968 · 934 citations

Business, Economics, Finance +11

Fractional calculus and continuous-time finance

Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi · Physica A Statistical Mechanics and its Applications · 2000 · 866 citations · Full text

Business, Finance, Mathematics +14

Noise

Fischer Black · The Journal of Finance · 1986 · 574 citations

Health Professions, Audiology, Otolaryngology +9

CRASHES AS CRITICAL POINTS

Anders Johansen, Olivier Ledoit, Didier Sornette · International Journal of Theoretical and Applied Finance · 2000 · 533 citations

Social Sciences, Economics, Finance +15