# 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

Jump to: Working papers Articles### Working papers

- Victor M. Yakovenko, 2016.
"
**Monetary economics from econophysics perspective**," Papers 1608.04832, arXiv.org. - 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. - 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. - 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. - Victor M. Yakovenko, 2010.
"
**Statistical mechanics approach to the probability distribution of money**," Papers 1007.5074, arXiv.org. - Victor M. Yakovenko, 2010.
"
**Statistical mechanics of money, debt, and energy consumption**," Papers 1008.2179, arXiv.org. - Anand Banerjee & Victor M. Yakovenko, 2009.
"
**Universal patterns of inequality**," Papers 0912.4898, arXiv.org, revised Apr 2010. - Victor M. Yakovenko & J. Barkley Rosser, 2009.
"
**Colloquium: Statistical mechanics of money, wealth, and income**," Papers 0905.1518, arXiv.org, revised Dec 2009. - Victor M. Yakovenko, 2007.
"
**Econophysics, Statistical Mechanics Approach to**," Papers 0709.3662, arXiv.org, revised Aug 2008. - Anand Banerjee & Victor M. Yakovenko & T. Di Matteo, 2006.
"
**A study of the personal income distribution in Australia**," Papers physics/0601176, arXiv.org.- 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.

- Banerjee, Anand & Yakovenko, Victor M. & Di Matteo, T., 2006.
"
- 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.- 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.

- Silva, A. Christian & Yakovenko, Victor M., 2007.
"
- 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. - 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.- 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.

- Silva, A. Christian & Prange, Richard E. & Yakovenko, Victor M., 2004.
"
- 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. - Victor M. Yakovenko, 2003.
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**Research in Econophysics**," Papers cond-mat/0302270, arXiv.org, revised Mar 2003. - Adrian A. Dragulescu & Victor M. Yakovenko, 2002.
"
**Statistical Mechanics of Money, Income, and Wealth: A Short Survey**," Papers cond-mat/0211175, arXiv.org. - 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.- 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.

- Adrian A. Dragulescu & Victor M. Yakovenko, 2002.
"
**Probability distribution of returns in the Heston model with stochastic volatility**," Papers cond-mat/0203046, arXiv.org, revised Nov 2002.

- Adrian Dragulescu & Victor Yakovenko, 2002.
"
- 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.- 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.

- A. Dragulescu & V. M. Yakovenko, 2002.
"
**Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States**," Computing in Economics and Finance 2002 125, Society for Computational Economics.

- Drăgulescu, Adrian & Yakovenko, Victor M., 2001.
"
- Adrian Dragulescu & Victor M. Yakovenko, 2000.
"
**Statistical mechanics of money**," Papers cond-mat/0001432, arXiv.org, revised Aug 2000. - 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.- 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.

- A. Drăgulescu & V.M. Yakovenko, 2001.
"

### Articles

- 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.- 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.

- A. Christian Silva & Victor M. Yakovenko, 2006.
"
- 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.- Anand Banerjee & Victor M. Yakovenko & T. Di Matteo, 2006.
"
**A study of the personal income distribution in Australia**," Papers physics/0601176, arXiv.org.

- Anand Banerjee & Victor M. Yakovenko & T. Di Matteo, 2006.
"
- 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.- 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.

- A. Christian Silva & Richard E. Prange & Victor M. Yakovenko, 2004.
"
- 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. - 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.- Adrian A. Dragulescu & Victor M. Yakovenko, 2002.
"
**Probability distribution of returns in the Heston model with stochastic volatility**," Papers cond-mat/0203046, arXiv.org, revised Nov 2002. - 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.

- Adrian A. Dragulescu & Victor M. Yakovenko, 2002.
"
- 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.- 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.

- Adrian Dragulescu & Victor M. Yakovenko, 2000.
"
- Drăgulescu, Adrian & Yakovenko, Victor M., 2001.
"
- A. Dragulescu & V. M. Yakovenko, 2002.
"
- Adrian Dragulescu & Victor M. Yakovenko, 2001.
"

- A. Dragulescu & V. M. Yakovenko, 2002.
"
- 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. - 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

Research fields, statistics, top rankings, if available.### Statistics

#### Access and download statistics for all items

### Rankings

This author is among the top 5% authors according to these criteria:### 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.- NEP-ENE: Energy Economics (3) 2010-08-21 2012-05-08 2013-12-29
- NEP-HME: Heterodox Microeconomics (2) 2012-05-08 2016-08-21
- NEP-HPE: History & Philosophy of Economics (1) 2016-08-21
- NEP-LTV: Unemployment, Inequality & Poverty (1) 2010-01-16
- NEP-MON: Monetary Economics (1) 2016-08-21
- NEP-SEA: South East Asia (1) 2016-12-11

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