Work

Methods in econophysics: Estimating the probability density and volatility

Year: 2022

Type: article

Abstract: We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of volatility, and probability densities. These methods will have useful applications in econophysics and finance.

Source: Frontiers in Physics

DOI: 10.3389/fphy.2022.1050277

Author: Moawia Alghalith

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $2,490

OpenAlex ID: W4306969565

FWCI:

Cites: 29

Cited by:

Related to: 10