activity
20172025
most citedEconophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables

2 citations · 6 across the 22 of their papers we have counts for

collaborators
Showing 2024Show all

2 papers · 1 filter

econ.GN2024

Expressions of Market-Based Correlations Between Prices and Returns of Two Assets

Victor Olkhov

This paper derives the expressions of correlations between prices of two assets, returns of two assets, and price-return correlations of two assets that depend on statistical momen…

econ.GN2024

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts

Victor Olkhov

This paper defines theoretical lower bounds of uncertainty of observations of macroeconomic variables that depend on statistical moments and correlations of random values and volum…