IDEAS home Printed from https://ideas.repec.org/a/spr/inrvec/v58y2011i2p147-163.html
   My bibliography  Save this article

What can econophysics contribute to financial economics?

Author

Listed:
  • Christophe Schinckus

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • Christophe Schinckus, 2011. "What can econophysics contribute to financial economics?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 58(2), pages 147-163, June.
  • Handle: RePEc:spr:inrvec:v:58:y:2011:i:2:p:147-163
    DOI: 10.1007/s12232-011-0115-z
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s12232-011-0115-z
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. David Bourghelle & O. Brandouy & R. Gillet & A. Orlean, 2005. "Croyances, représentations collectives et conventions en finance," Post-Print hal-00180060, HAL.
    2. Kevin Hoover & Stephen Perez, 2001. "Three attitudes towards data mining," Journal of Economic Methodology, Taylor & Francis Journals, vol. 7(2), pages 195-210.
    3. E. Glustoff, 1968. "On the Existence of a Keynesian Equilibrium," Review of Economic Studies, Oxford University Press, vol. 35(3), pages 327-334.
    4. Calvet, Laurent & Fisher, Adlai, 2001. "Forecasting multifractal volatility," Journal of Econometrics, Elsevier, vol. 105(1), pages 27-58, November.
    5. A. Dionisio & R. Menezes & D. A. Mendes, 2006. "An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 50(1), pages 161-164, March.
    6. LeRoy, Stephen F, 1976. "Efficient Capital Markets: Comment," Journal of Finance, American Finance Association, vol. 31(1), pages 139-141, March.
    7. Kaldor, Nicholas, 1972. "The Irrelevance of Equilibrium Economics," Economic Journal, Royal Economic Society, vol. 82(328), pages 1237-1255, December.
    8. Keen, Steve, 2003. "Standing on the toes of pygmies:," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 108-116.
    9. Carmen Broto & Esther Ruiz, 2004. "Estimation methods for stochastic volatility models: a survey," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 613-649, December.
    10. Kirman, Alan, 1989. "The Intrinsic Limits of Modern Economic Theory: The Emperor Has No Clothes," Economic Journal, Royal Economic Society, vol. 99(395), pages 126-139, Supplemen.
    11. D. COLANDER & al., 2010. "The Financial Crisis and the Systemic Failure of Academic Economics," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 6.
    12. Gallegati, Mauro & Keen, Steve & Lux, Thomas & Ormerod, Paul, 2006. "Worrying trends in econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 1-6.
    13. Stanley, H.E. & Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki, 2007. "Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 286-301.
    14. Viswanathan, G.M. & Fulco, U.L. & Lyra, M.L. & Serva, M., 2003. "The origin of fat-tailed distributions in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 329(1), pages 273-280.
    15. Donald MacKenzie, 2006. "An Engine, Not a Camera: How Financial Models Shape Markets," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262134608, January.
    16. Lux, T. & M. Marchesi, "undated". "Scaling and Criticality in a Stochastic Multi-Agent Model of a Financial Market," Discussion Paper Serie B 438, University of Bonn, Germany, revised Jul 1998.
    17. Vasiliki Plerou & Parameswaran Gopikrishnan & Luis. A. Nunes Amaral & Xavier Gabaix & H. Eugene Stanley, 1999. "Economic Fluctuations and Diffusion," Papers cond-mat/9912051, arXiv.org.
    18. repec:cdl:ucsbec:13-89 is not listed on IDEAS
    19. McCauley, Joseph L., 2006. "Response to worrying trends in econophysics," MPRA Paper 2129, University Library of Munich, Germany.
    20. Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management.
    21. O. Brandouy, 2005. "Complexité et phénomènes critiques en finance," Post-Print hal-00171608, HAL.
    22. R. Donangelo & K. Sneppen, 1999. "Self-organization of value and demand," Papers cond-mat/9906298, arXiv.org, revised Apr 2000.
    23. Philippe Mongin, 2002. "Le principe de rationalité et l'unité des sciences sociales," Revue Économique, Programme National Persée, vol. 53(2), pages 301-323.
    24. Scalas, Enrico & Kim, Kyungsik, 2006. "The art of fitting financial time series with Levy stable distributions," MPRA Paper 336, University Library of Munich, Germany.
    25. Schinckus, Christophe, 2009. "Economic uncertainty and econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(20), pages 4415-4423.
    26. J.-B. Rosser Jr., 2009. "The Nature and Future of Econophysics," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 11.
    27. Bouchaud, Jean-Philippe, 2002. "An introduction to statistical finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 313(1), pages 238-251.
    28. LeRoy, Stephen F, 1989. "Efficient Capital Markets and Martingales," Journal of Economic Literature, American Economic Association, vol. 27(4), pages 1583-1621, December.
    29. Donangelo, R & Sneppen, K, 2000. "Self-organization of value and demand," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 276(3), pages 572-580.
    30. David Colander, 1995. "Marshallian General Equilibrium Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 21(3), pages 281-293, Summer.
    31. Vandewalle, N. & Boveroux, Ph. & Minguet, A. & Ausloos, M., 1998. "The crash of October 1987 seen as a phase transition: amplitude and universality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 255(1), pages 201-210.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bojan Dimitrijević & Ivan Lovre, 2015. "The Role of Temperature in Economic Exchange - An Empirical Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 4(3), pages 65-89.
    2. Pirvu Daniela & Barbuceanu Mircea, 2016. "Recent Contributions Of The Statistical Physics In The Research Of Banking, Stock Exchange And Foreign Exchange Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 85-92, April.
    3. Gajic, Nenad & Budinski-Petkovic, Ljuba, 2013. "Ups and downs of economics and econophysics — Facebook forecast," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(1), pages 208-214.

    More about this item

    Keywords

    Econophysics; Financial economics; Methodology; Emergence of new field; A12; B41;

    JEL classification:

    • A12 - General Economics and Teaching - - General Economics - - - Relation of Economics to Other Disciplines
    • B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:inrvec:v:58:y:2011:i:2:p:147-163. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.