Ekonofisika (Indonesian Wikipedia)

Analysis of information sources in references of the Wikipedia article "Ekonofisika" in Indonesian language version.

refsWebsite

Global rank Indonesian rank

7doi.org

2^nd place

4^th place

6harvard.edu

18^th place

44^th place

4web.archive.org

1^st place

3arxiv.org

69^th place

207^th place

2archive.org

6^th place

2^nd place

2nih.gov

4^th place

13^th place

2biu.ac.il

9,276^th place

6,630^th place

1yaleeconomicreview.com

low place

1saha.ac.in

low place

1lipi.go.id

low place

177^th place

1surya.ac.id

low place

9,914^th place

1mit.edu

415^th place

544^th place

1tandfonline.com

507^th place

524^th place

archive.org

Didier Sornette (2003). Why Stock Markets Crash?. Princeton University Press. Diakses tanggal 2008-02-19.
Jean-Philippe Bouchaud, Marc Potters (2003). Theory of Financial Risk and Derivative Pricing. Cambridge University Press. Diakses tanggal 2007-08-27.

arxiv.org

Econophysics Research in India in the last two Decades (1993-2013)
Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow, Luis Amaral, Thomas Guhr and H. Eugene Stanley (2002). "Random matrix approach to cross correlations in financial data". Physical Review E. 65 (6): 066126. arXiv:cond-mat/0108023 . Bibcode:2002PhRvE..65f6126P. doi:10.1103/PhysRevE.65.066126.
Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley (1999). "Statistical properties of the volatility of price fluctuations". Physical Review E. 60 (2): 1390. arXiv:cond-mat/9903369 . Bibcode:1999PhRvE..60.1390L. doi:10.1103/PhysRevE.60.1390.

biu.ac.il

havlin.biu.ac.il

M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley (1996). "Scaling behaviour in the growth of companies". Nature. 379 (6568): 804. Bibcode:1996Natur.379..804S. doi:10.1038/379804a0. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.
K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H.E. Stanley (2005). "Scaling and memory in volatility return intervals in financial markets". PNAS. 102 (26): 9424–8. Bibcode:2005PNAS..102.9424Y. doi:10.1073/pnas.0502613102. PMC 1166612 . PMID 15980152. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.

doi.org

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow, Luis Amaral, Thomas Guhr and H. Eugene Stanley (2002). "Random matrix approach to cross correlations in financial data". Physical Review E. 65 (6): 066126. arXiv:cond-mat/0108023 . Bibcode:2002PhRvE..65f6126P. doi:10.1103/PhysRevE.65.066126.
Philip Ball (2006). "Econophysics: Culture Crash". Nature. 441 (7094): 686–688. Bibcode:2006Natur.441..686B. doi:10.1038/441686a. PMID 16760949.
Enrico Scalas (2006). "The application of continuous-time random walks in finance and economics". Physica A. 362 (2): 225–239. Bibcode:2006PhyA..362..225S. doi:10.1016/j.physa.2005.11.024.
Y. Shapira, Y. Berman and E. Ben-Jacob (2014). "Modelling the short term herding behaviour of stock markets". New Journal of Physics. 16. doi:10.1088/1367-2630/16/5/053040.
Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley (1999). "Statistical properties of the volatility of price fluctuations". Physical Review E. 60 (2): 1390. arXiv:cond-mat/9903369 . Bibcode:1999PhRvE..60.1390L. doi:10.1103/PhysRevE.60.1390.
M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley (1996). "Scaling behaviour in the growth of companies". Nature. 379 (6568): 804. Bibcode:1996Natur.379..804S. doi:10.1038/379804a0. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.
K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H.E. Stanley (2005). "Scaling and memory in volatility return intervals in financial markets". PNAS. 102 (26): 9424–8. Bibcode:2005PNAS..102.9424Y. doi:10.1073/pnas.0502613102. PMC 1166612 . PMID 15980152. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.

harvard.edu

adsabs.harvard.edu

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow, Luis Amaral, Thomas Guhr and H. Eugene Stanley (2002). "Random matrix approach to cross correlations in financial data". Physical Review E. 65 (6): 066126. arXiv:cond-mat/0108023 . Bibcode:2002PhRvE..65f6126P. doi:10.1103/PhysRevE.65.066126.
Philip Ball (2006). "Econophysics: Culture Crash". Nature. 441 (7094): 686–688. Bibcode:2006Natur.441..686B. doi:10.1038/441686a. PMID 16760949.
Enrico Scalas (2006). "The application of continuous-time random walks in finance and economics". Physica A. 362 (2): 225–239. Bibcode:2006PhyA..362..225S. doi:10.1016/j.physa.2005.11.024.
Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley (1999). "Statistical properties of the volatility of price fluctuations". Physical Review E. 60 (2): 1390. arXiv:cond-mat/9903369 . Bibcode:1999PhRvE..60.1390L. doi:10.1103/PhysRevE.60.1390.
M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley (1996). "Scaling behaviour in the growth of companies". Nature. 379 (6568): 804. Bibcode:1996Natur.379..804S. doi:10.1038/379804a0. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.
K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H.E. Stanley (2005). "Scaling and memory in volatility return intervals in financial markets". PNAS. 102 (26): 9424–8. Bibcode:2005PNAS..102.9424Y. doi:10.1073/pnas.0502613102. PMC 1166612 . PMID 15980152. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.

lipi.go.id

fisikanet.lipi.go.id

Ekonofisika, Bisnis Indonesia 14 Agustus 2002 (2002))

mit.edu

atlas.media.mit.edu

Ricardo Hausmann, Cesar Hidalgo; et al. "The Atlas of Economic Complexity". The Observatory of Economic Complexity (Harvard HKS/CDI - MIT Media Lab). Diarsipkan dari versi asli tanggal 2018-12-26. Diakses tanggal 26 April 2012.

nih.gov

ncbi.nlm.nih.gov

Philip Ball (2006). "Econophysics: Culture Crash". Nature. 441 (7094): 686–688. Bibcode:2006Natur.441..686B. doi:10.1038/441686a. PMID 16760949.
K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H.E. Stanley (2005). "Scaling and memory in volatility return intervals in financial markets". PNAS. 102 (26): 9424–8. Bibcode:2005PNAS..102.9424Y. doi:10.1073/pnas.0502613102. PMC 1166612 . PMID 15980152. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.

saha.ac.in

Interview of H. E. Stanley on Econophysics (Published in "IIM Kozhikode Society & Management Review", Sage publication (USA), Vol. 2 Issue 2 (July), pp. 73-78 (2013))

surya.ac.id

Riset Unggulan Surya University 2 Januari (2016))

tandfonline.com

"Welcome to a non Black-Scholes world"

web.archive.org

"Yale Economic Review, Retrieved October-25-09". Diarsipkan dari versi asli tanggal 2008-05-08. Diakses tanggal 2014-12-10.
Ricardo Hausmann, Cesar Hidalgo; et al. "The Atlas of Economic Complexity". The Observatory of Economic Complexity (Harvard HKS/CDI - MIT Media Lab). Diarsipkan dari versi asli tanggal 2018-12-26. Diakses tanggal 26 April 2012.
M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley (1996). "Scaling behaviour in the growth of companies". Nature. 379 (6568): 804. Bibcode:1996Natur.379..804S. doi:10.1038/379804a0. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.
K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H.E. Stanley (2005). "Scaling and memory in volatility return intervals in financial markets". PNAS. 102 (26): 9424–8. Bibcode:2005PNAS..102.9424Y. doi:10.1073/pnas.0502613102. PMC 1166612 . PMID 15980152. Diarsipkan dari versi asli tanggal 2018-07-10. Diakses tanggal 2014-12-22.

yaleeconomicreview.com

"Yale Economic Review, Retrieved October-25-09". Diarsipkan dari versi asli tanggal 2008-05-08. Diakses tanggal 2014-12-10.