Jump to ContentJump to Main Navigation
Essentials of Econophysics Modelling - Oxford Scholarship Online
Users without a subscription are not able to see the full content.

Essentials of Econophysics Modelling

Frantisek Slanina

Abstract

This book covers a wide variety of approaches which are rooted in statistical physics and find their use in modelling economic and social phenomena. There is a bridge between the areas traditionally described by physics and economics. It is the discipline of econophysics, and this is what this book is about. The opening chapter provides a brief overview of empirical findings gained from the analysis of high-frequency economic data, the so-called stylised facts. The remaining chapters describe a multitude of models designed to model these facts. First, modelling by stochastic processes and stoc ... More

Keywords: Economics, econophysics, stylised facts, stochastic process, agents, order book, wealth, networks, cooperation

Bibliographic Information

Print publication date: 2013 Print ISBN-13: 9780199299683
Published to Oxford Scholarship Online: January 2014 DOI:10.1093/acprof:oso/9780199299683.001.0001

Authors

Affiliations are at time of print publication.

Frantisek Slanina, author
Researcher, Institute of Physics, Academy of Sciences of the Czech Republic