IDEAS home Printed from
   My bibliography  Save this paper

Econophysics of systemic risk and network dynamics


  • Frédéric Abergel

    () (FiQuant - Chaire de finance quantitative - Ecole Centrale Paris - CentraleSupélec, MAS - Mathématiques Appliquées aux Systèmes - EA 4037 - Ecole Centrale Paris)

  • Anirban Chakraborti

    () (FiQuant - Chaire de finance quantitative - Ecole Centrale Paris - CentraleSupélec, MAS - Mathématiques Appliquées aux Systèmes - EA 4037 - Ecole Centrale Paris)

  • B.K. Chakrabarti
  • Asim Ghosh


Proceedings of the 6th Kolkata econophysics conference

Suggested Citation

  • Frédéric Abergel & Anirban Chakraborti & B.K. Chakrabarti & Asim Ghosh, 2013. "Econophysics of systemic risk and network dynamics," Post-Print hal-00872397, HAL.
  • Handle: RePEc:hal:journl:hal-00872397
    DOI: 10.1007/978-88-470-2553-0
    Note: View the original document on HAL open archive server:

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.


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

    Cited by:

    1. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485,, revised May 2018.
    2. repec:agh:journl:v:18:y:2017:i:1:p:87-102 is not listed on IDEAS
    3. He, Xiaoli & Wang, Hongwu & Du, Ziping, 2014. "The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 76-85.
    4. Anirban Chakraborti & Damien Challet & Arnab Chatterjee & Matteo Marsili & Yi-Cheng Zhang & Bikas K. Chakrabarti, 2013. "Statistical Mechanics of Competitive Resource Allocation using Agent-based Models," Papers 1305.2121,, revised Sep 2014.

    More about this item


    Access and download statistics


    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:hal:journl:hal-00872397. 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: (CCSD). General contact details of provider: .

    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.

    We have no references for this item. You can help adding them by using 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.