Complex Systems and Time Series Analysis
Topics
Description: This cluster of papers explores the application of complex systems and statistical physics concepts to understand and model financial markets. It covers topics such as multifractal analysis, agent-bas... more
Related topics (siblings) Ayn Rand and Brontë studies, Balkan and Eastern European Studies, Belt and Road Initiative, Brazilian History and Foreign Policy, Business, Innovation, and Economy +73 more
Subfield (parent): Economics and Econometrics
Domain: Social Sciences
Works count: 83,630
Citations count: 1,445,000
Testing for a unit root in time series regression
1988 · Peter C.B. Phillips, Pierre Perrón · Biometrika
Possible generalization of Boltzmann-Gibbs statistics
1988 · Constantino Tsallis · Journal of Statistical Physics
Fractional Brownian Motions, Fractional Noises and Applications
1968 · Benoît B. Mandelbrot, John W. Van Ness · SIAM Review