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Victor M. Yakovenko

Personal Details

First Name:Victor
Middle Name:M.
Last Name:Yakovenko
Suffix:
RePEc Short-ID:pya496
http://physics.umd.edu/~yakovenk/econophysics/
Department of Physics, University of Maryland, College Park, MD 20742-4111, USA

Research output

as
Jump to: Working papers Articles

Working papers

  1. Victor M. Yakovenko, 2016. "Monetary economics from econophysics perspective," Papers 1608.04832, arXiv.org.
  2. Yong Tao & Xiangjun Wu & Tao Zhou & Weibo Yan & Yanyuxiang Huang & Han Yu & Benedict Mondal & Victor M. Yakovenko, 2016. "Exponential Structure of Income Inequality: Evidence from 67 Countries," Papers 1612.01624, arXiv.org, revised Dec 2017.
  3. Scott Lawrence & Qin Liu & Victor M. Yakovenko, 2013. "Global inequality in energy consumption from 1980 to 2010," Papers 1312.6443, arXiv.org, revised Mar 2014.
  4. Victor M. Yakovenko, 2012. "Applications of statistical mechanics to economics: Entropic origin of the probability distributions of money, income, and energy consumption," Papers 1204.6483, arXiv.org.
  5. Victor M. Yakovenko, 2010. "Statistical mechanics approach to the probability distribution of money," Papers 1007.5074, arXiv.org.
  6. Victor M. Yakovenko, 2010. "Statistical mechanics of money, debt, and energy consumption," Papers 1008.2179, arXiv.org.
  7. Anand Banerjee & Victor M. Yakovenko, 2009. "Universal patterns of inequality," Papers 0912.4898, arXiv.org, revised Apr 2010.
  8. Victor M. Yakovenko & J. Barkley Rosser, 2009. "Colloquium: Statistical mechanics of money, wealth, and income," Papers 0905.1518, arXiv.org, revised Dec 2009.
  9. Victor M. Yakovenko, 2007. "Econophysics, Statistical Mechanics Approach to," Papers 0709.3662, arXiv.org, revised Aug 2008.
  10. Anand Banerjee & Victor M. Yakovenko & T. Di Matteo, 2006. "A study of the personal income distribution in Australia," Papers physics/0601176, arXiv.org.
  11. A. Christian Silva & Victor M. Yakovenko, 2006. "Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study," Papers physics/0608299, arXiv.org, revised Dec 2006.
  12. A. C. Silva & V. M. Yakovenko, 2005. "Two-class structure of the personal income distribution in the USA in 1983-2001," Computing in Economics and Finance 2005 124, Society for Computational Economics.
  13. A. Christian Silva & Richard E. Prange & Victor M. Yakovenko, 2004. "Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact," Papers cond-mat/0401225, arXiv.org, revised Jul 2004.
  14. A. Christian Silva & Victor M. Yakovenko, 2004. "Temporal evolution of the "thermal" and "superthermal" income classes in the USA during 1983-2001," Papers cond-mat/0406385, arXiv.org, revised Oct 2004.
  15. Victor M. Yakovenko, 2003. "Research in Econophysics," Papers cond-mat/0302270, arXiv.org, revised Mar 2003.
  16. Adrian A. Dragulescu & Victor M. Yakovenko, 2002. "Statistical Mechanics of Money, Income, and Wealth: A Short Survey," Papers cond-mat/0211175, arXiv.org.
  17. A. Dragulescu & V. M. Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Computing in Economics and Finance 2002 127, Society for Computational Economics.
  18. Adrian Dragulescu & Victor M. Yakovenko, 2001. "Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States," Papers cond-mat/0103544, arXiv.org, revised Mar 2001.
  19. Adrian Dragulescu & Victor M. Yakovenko, 2000. "Statistical mechanics of money," Papers cond-mat/0001432, arXiv.org, revised Aug 2000.
  20. Adrian Dragulescu & Victor M. Yakovenko, 2000. "Evidence for the exponential distribution of income in the USA," Papers cond-mat/0008305, arXiv.org, revised Sep 2000.

Articles

  1. Silva, A. Christian & Yakovenko, Victor M., 2007. "Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 278-285.
  2. Banerjee, Anand & Yakovenko, Victor M. & Di Matteo, T., 2006. "A study of the personal income distribution in Australia," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 54-59.
  3. Silva, A. Christian & Prange, Richard E. & Yakovenko, Victor M., 2004. "Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 227-235.
  4. Silva, A.Christian & Yakovenko, Victor M., 2003. "Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 303-310.
  5. Adrian Dragulescu & Victor Yakovenko, 2002. "Probability distribution of returns in the Heston model with stochastic volatility," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 443-453.
  6. A. Drăgulescu & V.M. Yakovenko, 2001. "Evidence for the exponential distribution of income in the USA," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 20(4), pages 585-589, April.
  7. Drăgulescu, Adrian & Yakovenko, Victor M., 2001. "Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 213-221.
  8. Adrian A. Drăgulescu & Victor M. Yakovenko, 2000. "Gibbs Distribution Of Money: A Computer Simulation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 597-597.
  9. A. Zheleznyak & V.M. Yakovenko, 1999. "Anomalous temperature dependence of resistivity in quasi-one-dimensional conductors in a strong magnetic field," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 11(3), pages 385-399, October.

More information

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Rankings

This author is among the top 5% authors according to these criteria:
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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (3) 2010-08-21 2012-05-08 2013-12-29
  2. NEP-HME: Heterodox Microeconomics (2) 2012-05-08 2016-08-21
  3. NEP-HPE: History & Philosophy of Economics (1) 2016-08-21
  4. NEP-LTV: Unemployment, Inequality & Poverty (1) 2010-01-16
  5. NEP-MON: Monetary Economics (1) 2016-08-21
  6. NEP-SEA: South East Asia (1) 2016-12-11

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