Econophysics Applications to Financial Markets Ⅱ
A special issue of International Journal of Financial Studies (ISSN 2227-7072).
Deadline for manuscript submissions: closed (21 January 2022) | Viewed by 5765
Special Issue Editor
Interests: econophysics; financial markets; time series analysis; financial contagion; financial integration
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
After the first Special Issue dedicated to this theme, we are now opening a second volume that considers the same basis and the recognition that financial markets could be described as complex systems not only due to their own behaviour but also because of the way that agents interact and their dynamics. Moreover, in the actual context of the COVID-19 pandemic, this complexity surely increases, implying the need for continuous monitoring of financial markets when some of the fluctuations of the markets remain unexplained. The appearance of Econophysics as an autonomous research field dates back to the 1990s, when many researchers started to apply statistical physics methods to financial data. The term Econophysics was originally applied by H. Eugene Stanley, with the objective of calling attention to the high number or papers that were already published even at that time. Since then, the number of publications has increased significantly, and Econophysics is now recognized as an independent research area. Within the context where so much about financial markets is unexplained, where technological advances make financial markets more available (inclusively creating new financial services), where financial markets are, in general, more interconnected, it remains important to keep the focus on studying those markets. Hence, in this Special Issue, we will attempt to understand the behaviour of financial markets based on the use of methods of Econophysics.
Dr. Paulo Ferreira
Guest Editor
Manuscript Submission Information
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