Econofizica - domeniu de granita în cercetarea economica

Mihai-Sabin Muscalu, Mihaela Adina Mateescu, Ana Elena Mosneanu and Gabriela Suba
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Mihai-Sabin Muscalu: Centre for Industrial Economics and Services, Romanian Academy, Bucharest
Mihaela Adina Mateescu: Centre for Industrial Economics and Services, Romanian Academy, Bucharest
Ana Elena Mosneanu: Centre for Industrial Economics and Services, Romanian Academy, Bucharest
Gabriela Suba: Centre for Industrial Economics and Services, Romanian Academy, Bucharest

Revista de Economie Industriala (Journal of Industrial Eonomics), 2004, vol. 2, issue 1, 11

Abstract: Econophysics represents a very recent area that applies results of statistical physics and hydrodynamics in economy. Nevertheless the first issues have been registered at the beginning of the last century (modeling prices ratio logarithm evolution of a stock by Brownian movement, work made by Bachelier in 1990), continuing in the second half of the 20th century (Mandelbrot modeled in 1967 the distribution of stock prices probability by a Levy stable distribution), this research area is considered to be born in the year 1990.

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:cei:recind:v:2:y:2004:i:1:p:11

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