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publications

(12)

• Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
  A. Christian Silva and Victor M. Yakovenko Physica A: Statistical Mechanics and its Applications 324 303--310 (2003)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study
  A. Christian Silva and Victor M. Yakovenko Physica A: Statistical Mechanics and its Applications 382 278--285 (2007)
  to Stock market by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact
  A. Christian Silva and Richard E. Prange and Victor M. Yakovenko Physica A: Statistical Mechanics and its Applications 344 227--235 (2004)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• Additive anisotropic interactions in molecular liquids and liquid crystals
  P. P. Shtifanyuk and A. N. Shramkov and S. Ye. Yakovenko and A. Geiger Physica A: Statistical and Theoretical Physics 195 398--416 (1993)
  to imported by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States
  Adrian Dragulescu and Victor M. Yakovenko Physica A: Statistical Mechanics and its Applications 299 213--221 (2001)
  to Econophysics by smicha and 1 other person on 2008-04-22 10:36:30
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• A study of the personal income distribution in Australia
  Anand Banerjee and Victor M. Yakovenko and T. Di Matteo Physica A: Statistical Mechanics and its Applications 370 54--59 (2006)
  to Econophysics by smicha on 2008-04-22 10:36:30
  | URL | BibTeX  
• Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States
  Adrian Dragulescu and Victor M. Yakovenko PHYSICA A 299 213 (2001)
  to distribution econophysics imported pareto statistics wealth by andreab and 1 other person on 2008-02-23 20:18:58
  | URL | BibTeX  
• Statistical mechanics of money
  A. Dragulescu and V. Yakovenko European Physical Journal B 17 723--729 (2002)
  to imported by gilles.daniel on 2007-06-26 15:08:05
  | BibTeX  
• Probability distribution of returns in the Heston model with stochastic volatility
  A. A. Dragulescu and V. M. Yakovenko Quantitative Finance 2 443--453 (2002)
  to imported by gilles.daniel on 2007-06-26 15:08:05
  | BibTeX  
• "Minimum average risk" as a new peak-detection algorithm applied to myofibrillar dynamics.
  S. Yu. Sokolov and A. A. Grinko and A. V. Tourovskaia and Frederick B. Reitz and O. Yakovenko and Gerald H. Pollack and F. A. Blyakhman Computer Methods and Programs in Biomedicine 72 21-26 (2003)
  to dblp by dblp on 2007-05-25 00:00:00
  | URL | BibTeX