4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

Rafal Weron

Physics – Condensed Matter – Statistical Mechanics

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A simple model of price formation

Physics – Condensed Matter – Statistical Mechanics
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Black swans or dragon kings? A simple test for deviations from the power law

Economy – Quantitative Finance – Statistical Finance
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Blackouts, risk, and fat-tailed distributions

Physics – Physics and Society
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Energy price risk management

Physics – Condensed Matter
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Estimating long range dependence: finite sample properties and confidence intervals

Physics – Condensed Matter – Statistical Mechanics
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