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Extreme Values in Financial Economics: From Their Observation to Their Integration into the Gaussian Framework

Franck Jovanovic and Christophe Schinckus

in Econophysics and Financial Economics: An Emerging Dialogue

Published in print:
2017
Published Online:
December 2016
ISBN:
9780190205034
eISBN:
9780190205065
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190205034.003.0002
Subject:
Economics and Finance, Financial Economics

Chapter 2 deals with the first empirical counterfacts observed in financial data: the statistical description of returns does not fit with a Gaussian distribution. Of course, financial economists ... More


An Engine, Not a Camera: How Financial Models Shape Markets

Donald Mackenzie

Published in print:
2006
Published Online:
August 2013
ISBN:
9780262134606
eISBN:
9780262278805
Item type:
book
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262134606.001.0001
Subject:
Society and Culture, Technology and Society

This book argues that the emergence of modern economic theories of finance affected financial markets in fundamental ways. These new, Nobel Prize-winning theories, based on elegant mathematical ... More


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