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Quantifying and understanding the economics of large financial movements

X. Gabaix, P. Gopikrishnan, V. Plerou, и H. Stanley. Journal of Economic Dynamics and Control, 32 (1): 303--319 (января 2008)

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Xavier Fontaine

Xavier Domont

Xavier Lambin

Arumainathan Xavier

Xavier Leroy

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The impact of competition on prices with numerous firms.X. Gabaix, D. Laibson, D. Li, H. Li, S. Resnick, и C. de Vries. J. Econ. Theory, (2016)Quantifying and understanding the economics of large financial movementsX. Gabaix, P. Gopikrishnan, V. Plerou, и H. Stanley. Journal of Economic Dynamics and Control, 32 (1): 303--319 (января 2008)Understanding the cubic and half-cubic laws of financial fluctuationsX. Gabaix, P. Gopikrishnan, V. Plerou, и H. Stanley. Physica A: Statistical Mechanics and its Applications, 324 (1-2): 1--5 (01.06.2003)Quantifying economic fluctuationsH. Stanley, L. Amaral, X. Gabaix, P. Gopikrishnan, и V. Plerou. Physica A: Statistical Mechanics and its Applications, 302 (1-4): 126--137 (15.12.2001)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-FinanceX. Gabaix. The Quarterly Journal of Economics, 127 (2): 645-700 (2012)A unified econophysics explanation for the power-law exponents of stock market activityX. Gabaix, P. Gopikrishnan, V. Plerou, и E. Stanley. Physica A: Statistical Mechanics and its Applications, 382 (1): 81--88 (01.08.2007)Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in financeH. Stanley, X. Gabaix, P. Gopikrishnan, и V. Plerou. Physica A: Statistical Mechanics and its Applications, 382 (1): 286--301 (01.08.2007)On the origin of power-law fluctuations in stock pricesV. Plerou, H. Stanley, X. Gabaix, и P. Gopikrishnan. Quantitative Finance, 4 (1): 11--15 (2004)

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