Details about Victor M. Yakovenko

Access statistics for papers by Victor M. Yakovenko.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pya496

Working Papers

2023

1. Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios
   Working Papers, ECINEQ, Society for the Study of Economic Inequality
   Also in Papers, arXiv.org (2020) View citations (16)
2. Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018
   Working Papers, ECINEQ, Society for the Study of Economic Inequality
   Also in Papers, arXiv.org (2022) View citations (2)
3. Statistical Physics Perspective on Economic Inequality
   Papers, arXiv.org

2017

4. Exponential Structure of Income Inequality: Evidence from 67 Countries
   Papers, arXiv.org View citations (5)
   See also Journal Article Exponential structure of income inequality: evidence from 67 countries, Journal of Economic Interaction and Coordination, Springer (2019) View citations (17) (2019)

2016

5. Monetary economics from econophysics perspective
   Papers, arXiv.org View citations (12)

2014

6. Global inequality in energy consumption from 1980 to 2010
   Papers, arXiv.org

2012

7. Applications of statistical mechanics to economics: Entropic origin of the probability distributions of money, income, and energy consumption
   Papers, arXiv.org View citations (3)

2010

8. Statistical mechanics approach to the probability distribution of money
   Papers, arXiv.org View citations (1)
9. Statistical mechanics of money, debt, and energy consumption
   Papers, arXiv.org View citations (6)
10. Universal patterns of inequality
    Papers, arXiv.org View citations (41)

2009

11. Colloquium: Statistical mechanics of money, wealth, and income
    Papers, arXiv.org View citations (166)

2008

12. Econophysics, Statistical Mechanics Approach to
    Papers, arXiv.org View citations (1)

2006

13. A study of the personal income distribution in Australia
    Papers, arXiv.org View citations (37)
    See also Journal Article A study of the personal income distribution in Australia, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) View citations (36) (2006)
14. Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study
    Papers, arXiv.org
    See also Journal Article Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (16) (2007)

2005

15. Two-class structure of the personal income distribution in the USA in 1983-2001
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)

2004

16. Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact
    Papers, arXiv.org View citations (47)
    See also Journal Article Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (47) (2004)
17. Temporal evolution of the "thermal" and "superthermal" income classes in the USA during 1983-2001
    Papers, arXiv.org View citations (12)

2003

18. Research in Econophysics
    Papers, arXiv.org View citations (3)

2002

19. Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States
    Computing in Economics and Finance 2002, Society for Computational Economics
    Also in Papers, arXiv.org (2001) View citations (159)
    See also Journal Article 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 (2001) View citations (153) (2001)
20. Probability distribution of returns in the Heston model with stochastic volatility
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (92)
    Also in Papers, arXiv.org (2002) View citations (94)
    See also Journal Article Probability distribution of returns in the Heston model with stochastic volatility, Quantitative Finance, Taylor & Francis Journals (2002) View citations (93) (2002)
21. Statistical Mechanics of Money, Income, and Wealth: A Short Survey
    Papers, arXiv.org View citations (9)

2000

22. Evidence for the exponential distribution of income in the USA
    Papers, arXiv.org View citations (3)
    See also Journal Article Evidence for the exponential distribution of income in the USA, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2001) View citations (108) (2001)
23. Statistical mechanics of money
    Papers, arXiv.org View citations (194)

Journal Articles

2025

1. The end of hyperbolic growth in human population and CO2 emissions
   Physica A: Statistical Mechanics and its Applications, 2025, 661, (C)

2019

2. Exponential structure of income inequality: evidence from 67 countries
   Journal of Economic Interaction and Coordination, 2019, 14, (2), 345-376 View citations (17)
   See also Working Paper Exponential Structure of Income Inequality: Evidence from 67 Countries, Papers (2017) View citations (5) (2017)
3. Perfect Andreev reflection due to the Klein paradox in a topological superconducting state
   Nature, 2019, 570, (7761), 344-348

2007

4. Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study
   Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 278-285 View citations (16)
   See also Working Paper Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study, Papers (2006) (2006)

2006

5. A study of the personal income distribution in Australia
   Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 54-59 View citations (36)
   See also Working Paper A study of the personal income distribution in Australia, Papers (2006) View citations (37) (2006)

2004

6. Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact
   Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 227-235 View citations (47)
   See also Working Paper Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact, Papers (2004) View citations (47) (2004)

2003

7. Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
   Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 303-310 View citations (14)

2002

8. Probability distribution of returns in the Heston model with stochastic volatility
   Quantitative Finance, 2002, 2, (6), 443-453 View citations (93)
   See also Working Paper Probability distribution of returns in the Heston model with stochastic volatility, Computing in Economics and Finance 2002 (2002) View citations (92) (2002)

2001

9. Evidence for the exponential distribution of income in the USA
   The European Physical Journal B: Condensed Matter and Complex Systems, 2001, 20, (4), 585-589 View citations (108)
   See also Working Paper Evidence for the exponential distribution of income in the USA, Papers (2000) View citations (3) (2000)
10. 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, 2001, 299, (1), 213-221 View citations (153)
    See also Working Paper Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States, Computing in Economics and Finance 2002 (2002) (2002)

2000

11. GIBBS DISTRIBUTION OF MONEY: A COMPUTER SIMULATION
    International Journal of Theoretical and Applied Finance (IJTAF), 2000, 03, (03), 597-597

1999

12. 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, 1999, 11, (3), 385-399