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Power-laws in economics and finance: some ideas from physics. (2000). Bouchaud, Jean-Philippe.
In: Science & Finance (CFM) working paper archive.
RePEc:sfi:sfiwpa:500023.

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  1. Dynamic correlations and distributions of stock returns on Chinas stock markets. (2020). Chang, Chuo.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:10:y:2020:i:1:f:10_1_6.

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  2. Evidence of Self-Organization in Time Series of Capital Markets. (2017). Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo ; Garc, Alba Lucero .
    In: Papers.
    RePEc:arx:papers:1604.03996.

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  3. Discrete Choices under Social Influence: Generic Properties. (2012). Phan, Denis ; Nadal, Jean-Pierre ; Semeshenko, Viktoriya ; Gordon, Mirta.
    In: Post-Print.
    RePEc:hal:journl:halshs-00135405.

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  4. Multiple equilibria in a monopoly market with heterogeneous agents and externalities. (2005). Phan, Denis ; Nadal, Jean-Pierre ; Gordon, Mirta B. ; Vannimenus, Jean.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:5:y:2005:i:6:p:557-568.

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  5. Monopoly Market with Externality: an Analysis with Statistical Physics and ACE. (2003). Phan, Denis ; Nadal, Jean-Pierre ; Gordan, Mirta B. ; Vannimenus, Jean.
    In: Computational Economics.
    RePEc:wpa:wuwpco:0312002.

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  6. The Monopolists Market with Discrete Choices and Network Externality Revisited: Small-Worlds, Phase Transition and Avalanches in an ACE Framework. (2003). Phan, Denis ; Pajot, Stephane ; Nadal, Jean-Pierre.
    In: Computing in Economics and Finance 2003.
    RePEc:sce:scecf3:150.

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  7. Monopoly Market with Externality: an Analysis with Statistical Physics and Agent Based Computational Economics. (2003). Phan, Denis ; Nadal, Jean-Pierre ; Gordon, Mirta B. ; Vannimenus, Jean.
    In: Papers.
    RePEc:arx:papers:cond-mat/0311096.

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  8. Microscopic models for long ranged volatility correlations. (2001). Mezard, Marc ; Bouchaud, Jean-Philippe ; Giardina, Irene.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:500024.

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  9. Microscopic models for long ranged volatility correlations. (2001). Mezard, Marc ; Bouchaud, Jean-Philippe ; Giardina, Irene.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:299:y:2001:i:1:p:28-39.

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References

References cited by this document

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  26. [6] R. Mantegna & H. E. Stanley, An introduction to Econophysics, Cambridge University Press, 1999.

  27. [7] J. D. Farmer, Physicists attempt to scale the ivory towers of finance, in Computing in Science and Engineering, November 1999.

  28. [8] A. B. Atkinson, A. J. Harrison, Distribution of total wealth in Britain (Cambridge University Press, 1978), Y. Ijri, H. A. Simon, Skew distribution of sizes of Business Firms (North-Holland, Amsterdam),
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