 Price Fluctuations in EconophysicsTolga Ulusoy ()
A chapter in Global Financial Crisis and Its Ramifications on Capital Markets, 2017, pp 459-474 from Springer Abstract: Abstract The object of this research is to produce perspective to deal with the challenge that can surpass boundaries and limitations of scientific acceptance of the theory in social sciences and economics. The main spots of activity in Econophysics has been the financial markets, and having to accept the stock market as a complex network of natural events for physicists by navigating through its terabytes of well-defined time series data. The evidence for the fat-tailed distribution of asset price changes has now been established beyond doubt as a truly universal feature of economic souk. Field of Physics consists of theoretical foundations of several types of research, obtained through multi-disciplined instruction that can help make scientific and objective experiments with reference to predictive facts. As a result of this, the required experiments could administrate in different areas. Keywords: Stock Market; Financial Instrument; Calendar Time; Macroscopic System; Macroscopic State (search for similar items in EconPapers) There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:conchp:978-3-319-47021-4_32 Ordering information: This item can be ordered from DOI: 10.1007/978-3-319-47021-4_32 Access Statistics for this chapter More chapters in Contributions to Economics from Springer |
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