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New Tools for Extreme-Value Analysis: Statistical Physics Goes beyond Its Borders

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/9780190205034.003.0003
Subject:
Economics and Finance, Financial Economics

Chapter 3 clarifies the theoretical and methodological foundations of econophysics. This crucial chapter details the contextual factors that contributed to the advent of econophysics. More precisely, ... More


Econophysics and Financial Economics: An Emerging Dialogue

Franck Jovanovic and Christophe Schinckus

Published in print:
2017
Published Online:
December 2016
ISBN:
9780190205034
eISBN:
9780190205065
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190205034.001.0001
Subject:
Economics and Finance, Financial Economics

How can we create a profitable dialogue between financial economists and econophysicists? This book moves beyond the disciplinary frontiers in order to initiate the development of a common ... More


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