22 citations · 56 across the 13 of their papers we have counts for
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physics.soc-ph2006
Eco - No(?) - Physics - comments and reflexions -
S. Reimann
How can econophysics contribute to economics? Since the relation between basic principles of physics and economics is not established, there is no reason why physical theories shou…
physics.soc-ph2006★ 1 cited
The Process of price formation and the skewness of asset returns
Stefan Reimann
Distributions of assets returns exhibit a slight skewness. In this note we show that our model of endogenous price formation \cite{Reimann2006} creates an asymmetric return distrib…
physics.soc-ph2006
An elementary model of price dynamics in a financial market: Distribution, Multiscaling & Entropy
Stefan Reimann
Stylized facts of empirical assets log-returns include the existence of (semi) heavy tailed distributions and a non-linear spectrum of Hurst exponents . Empirica…