Victor M. Yakovenko : Citation Profile


Are you Victor M. Yakovenko?

9

H index

9

i10 index

547

Citations

RESEARCH PRODUCTION:

10

Articles

22

Papers

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 27
   Journals where Victor M. Yakovenko has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 4 (0.73 %)

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   Permalink: http://citec.repec.org/pya496
   Updated: 2020-10-17    RAS profile: 2020-03-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Victor M. Yakovenko.

Is cited by:

Kaldasch, Joachim (22)

Shaikh, Anwar (19)

Cockshott, William (8)

Schneider, Markus (8)

Gallegati, Mauro (7)

Russo, Alberto (6)

Semieniuk, Gregor (6)

Scharfenaker, Ellis (6)

Roventini, Andrea (5)

Sarabia, José María (5)

Napoletano, Mauro (5)

Cites to:

Gallegati, Mauro (6)

Wright, Ian (6)

Clementi, Fabio (5)

Kaizoji, Taisei (5)

Foley, Duncan (3)

Shubik, Martin (3)

Ding, Ning (3)

Taylor, Lance (2)

Piketty, Thomas (2)

Raberto, Marco (2)

Lux, Thomas (2)

Main data


Where Victor M. Yakovenko has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
The European Physical Journal B: Condensed Matter and Complex Systems2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org19
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Victor M. Yakovenko (2020 and 2019)


YearTitle of citing document
2019Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners. (2019). Gharib, Hossein ; Baghaei, Ali ; Seyeed, Seyeed Mostapha ; Maleki, Ali ; Shafia, Mohammad Ali ; Sabzian, Hossein. In: Papers. RePEc:arx:papers:1901.08932.

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2019Pikettys second fundamental law of capitalism as an emergent property in a kinetic wealth-exchange model of economic growth. (2019). Quimbay, C J ; Quevedo, D S. In: Papers. RePEc:arx:papers:1903.00952.

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2020Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2020Distributions of Historic Market Data -- Relaxation and Correlations. (2019). Serota, R A ; Liu, Zhiyuan ; Moghaddam, Dashti M. In: Papers. RePEc:arx:papers:1907.05348.

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2019Quant GANs: Deep Generation of Financial Time Series. (2019). Kretschmer, Peter ; Korn, Ralf ; Knobloch, Robert ; Wiese, Magnus. In: Papers. RePEc:arx:papers:1907.06673.

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2019Does the leverage effect affect the return distribution?. (2019). Chen, Dangxing. In: Papers. RePEc:arx:papers:1909.08662.

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2020Scaling in Income Inequalities and its Dynamical Origin. (2019). Derzsy, Noemi ; Toth, Geza ; Biro, Tamas S ; Gere, Istvan ; Neda, Zoltan. In: Papers. RePEc:arx:papers:1911.02449.

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2020Wealth distribution under the spread of infectious diseases. (2020). Zanella, M ; Toscani, G ; Pareschi, L ; Dimarco, G. In: Papers. RePEc:arx:papers:2004.13620.

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2020Model-driven statistical arbitrage on LETF option markets. (2020). Hardle, Wolfgang Karl ; Nasekin, Sergey. In: Papers. RePEc:arx:papers:2009.09713.

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2020Paretos 80/20 Rule and the Gaussian Distribution. (2020). Tanabe, Katsuaki. In: Papers. RePEc:arx:papers:2009.14378.

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2020Long term dynamics of poverty transitions in India. (2020). Sahasranaman, Anand. In: Papers. RePEc:arx:papers:2010.06954.

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2019Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity. (2019). Huang, Nan-Jing ; Wang, Ming-Hui ; Yue, Jia ; Yang, Ben-Zhang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:355:y:2019:i:c:p:73-84.

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2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability. (2019). D'Orazio, Paola. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:308-331.

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2020Modelling income distribution using the log Student’s t distribution: New evidence for European Union countries. (2020). Prieto-Alaiz, Mercedes ; Garcia-Perez, Carmelo ; Callealta, Francisco Javier. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:512-522.

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2020Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply. (2020). Stanley, Eugene H ; Wang, Yougui ; Xing, Xiaoyun. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:720-735.

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2019Optimal screening capacity and perceived risk of mortgage banks across countries. (2019). Jacobi, Arie ; Tzur, Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119302511.

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2020Globalization and top income shares. (2020). Ma, Lin ; Ruzic, Dimitrije. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199620300301.

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2019Profitability, efficiency, and inequality in double auction markets with snipers. (2019). Ratan, Anmol ; Brewer, Paul . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:164:y:2019:i:c:p:486-499.

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2019Hysteresis of economic networks in an XY model. (2019). Hosseiny, Ali ; Gallegati, Mauro ; Sherafati, Mohammad ; Absalan, Mohammadreza. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:644-652.

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2019Entropy based European income distributions and inequality measures. (2019). Villas-Boas, Sofia B ; Judge, George ; Fu, Qiuzi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:686-698.

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2019A new κ-deformed parametric model for the size distribution of wealth. (2019). Vallejos, Adams ; Astudillo, Hernan F ; Borotto, Felix A ; Ormazabal, Ignacio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:819-829.

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2019‘Bosons’ and ‘fermions’ in social and economic systems. (2019). Rashkovskiy, Sergey A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:90-104.

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2019The Affine Wealth Model: An agent-based model of asset exchange that allows for negative-wealth agents and its empirical validation. (2019). Li, Jie ; Lili, Cheng ; Boghosian, Bruce M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:423-442.

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2019Characterization of symmetric distributions based on some information measures properties of order statistics. (2019). Ahmadi, J ; Fashandi, M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:141-152.

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2019A model for stocks dynamics based on a non-Gaussian path integral. (2019). Paolinelli, Giovanni ; Arioli, Gianni. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:499-514.

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2019Stability of a time-homogeneous system of money and antimoney in an agent-based random economy. (2019). Braun, Dieter ; Cornelius, Julian Alexander. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:232-249.

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2019Size distribution of cities: A kinetic explanation. (2019). Toscani, Giuseppe ; Gualandi, Stefano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:221-234.

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2020Fusing non-conservative kinetic market models and evolutionary computing. (2020). Omar, Nizam ; Montagna, Guido ; Luquini, Evandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119314906.

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2020Emergence of income inequality: Origin, distribution and possible policies. (2020). Liu, Zhirong ; Tian, Songtao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315729.

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2020A comparison of wealth inequality in humans and non-humans. (2020). Chase, Ivan D ; Padilla, Dianna K ; Douady, Raphael. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316772.

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2020Stochastic resonance of drawdown risk in energy market prices. (2020). Dong, Yang ; Li, Jiang-Cheng ; Hu, Xiao-Bing ; Wen, Shu-Hui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317479.

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2020A scaling perspective on the distribution of executive compensation. (2020). Budsaratragoon, Pornanong ; Sitthiyot, Thitithep ; Holasut, Kanyarat . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319818.

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2020Scaling in income inequalities and its dynamical origin. (2020). Derzsy, Noemi ; Toth, Geza ; Biro, Tamas S ; Gere, Istvan ; Neda, Zoltan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120302156.

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2020Forecasting the crude oil prices based on Econophysics and Bayesian approach. (2020). Li, Jiang-Cheng ; Leng, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303241.

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2020The power-law distribution for the income of poor households. (2020). Al-Dhurafi, Nasr Ahmed ; Ibrahim, Kamarulzaman ; Masseran, Nurulkamal ; Mohd, Muhammad Aslam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304623.

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2019Two-sided Market, R&D and Payments System Evolution. (2019). Wang, Zhu ; McAndrews, James ; Li, Bin Grace. In: Working Paper. RePEc:fip:fedrwp:19-03.

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2019Taxation of Wealthy Individuals, Inequality Governance and Corporate Social Responsibility. (2019). Lee, Chien-Chiang ; Tsai, Huolien ; Chen, Kuo-Shing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1851-:d:217745.

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2019Two-Sided Market, R&D and Payments System Evolution. (2019). McAndrews, James ; Wang, Zhu ; Li, Bin Grace. In: IMF Working Papers. RePEc:imf:imfwpa:19/57.

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2019Economic Arbitrage and the Econophysics of Income Inequality. (2019). Shaikh, Anwar ; Jacobo, Juan Esteban . In: Working Papers. RePEc:new:wpaper:1902.

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2019The Econ in Econophysics. (2019). Shaikh, Anwar. In: Working Papers. RePEc:new:wpaper:1913.

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2020Economic Production as Life: A Classical Approach to Computational Social Science. (2020). Codina, Oriol Valles. In: Working Papers. RePEc:new:wpaper:2001.

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2019A research paper of Hossein Sabzian (2019), Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners, ArXiv, 54p. (2019). Ngo-Hoang, Dai-Long. In: AgriXiv. RePEc:osf:agrixi:xutyz.

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2019Exploring the Social-Architecture Model. (2019). Isaac, Alan G. In: Eastern Economic Journal. RePEc:pal:easeco:v:45:y:2019:i:4:d:10.1057_s41302-018-0114-9.

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2019Two-sided Market, R&D and Payments System Evolution. (2019). Wang, Zhu. In: 2019 Meeting Papers. RePEc:red:sed019:833.

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2019“Fool me once, …”: deception, morality and self-regeneration in decentralized markets. (2019). Frade, Joo ; Gomes, Orlando. In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0151.

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2020The Econophysics of Labor Income. (2020). Papanikolaou, Nikolaos. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:7:y:2020:i:1:p:107-122.

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2019GEOMETRY OF ECONOMICS: VOLUMETRIC DISTRIBUTION ANALYSIS OF ECONOMIC CONTINUITY AND STABILITY. (2019). Kuntsevich, I. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:4:p:88-92.

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2019Inequality in Energy Consumption: Statistical Equilibrium or a Question of Accounting Conventions?. (2019). Weber, Isabella M ; Semieniuk, Gregor. In: Working Papers. RePEc:soa:wpaper:228.

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2019On parameter estimation of Heston’s stochastic volatility model: a polynomial filtering method. (2019). Papi, M ; Germani, A ; Cacace, F. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00251-0.

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2020The evolution of the exchange process: from the decentralized to the distributed digital exchange. (2020). Aruka, Yuji. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:17:y:2020:i:2:d:10.1007_s40844-020-00183-0.

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2019Sector, industry and inter-organizational movement statistics in the Stockholm Region: informing organizational growth models. (2019). Mondani, Hernan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:2:d:10.1007_s11135-018-0786-6.

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2019Extremal properties of the Theil and Gini measures of inequality. (2019). Oancea, Bogdan ; Pirjol, Dan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:2:d:10.1007_s11135-018-0792-8.

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2019Labor Market Segmentation and the Distribution of Income: New Evidence from Internal Census Bureau Data. (2019). Schneider, Markus ; Scharfenaker, Ellis. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_08.

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2020Two-Phase Exponential Model of Wealth Distribution. (2020). Jelena, Stankovi ; Zoran, Tomi ; Ognjen, Radovi. In: Economic Themes. RePEc:vrs:ecothe:v:58:y:2020:i:1:p:33-52:n:3.

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2019Shannon Entropy for Quantifying Uncertainty and Risk in Economic Disparity. (2019). Ayyub, Bilal M ; Mishra, Saurabh. In: Risk Analysis. RePEc:wly:riskan:v:39:y:2019:i:10:p:2160-2181.

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2019INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS. (2019). Bertschinger, Nils ; Pfante, Oliver. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:22:y:2019:i:01:n:s021952591850025x.

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Works by Victor M. Yakovenko:


YearTitleTypeCited
2008Econophysics, Statistical Mechanics Approach to In: Papers.
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paper1
2009Colloquium: Statistical mechanics of money, wealth, and income In: Papers.
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paper118
2010Universal patterns of inequality In: Papers.
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paper19
2010Statistical mechanics approach to the probability distribution of money In: Papers.
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paper0
2010Statistical mechanics of money, debt, and energy consumption In: Papers.
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paper5
2012Applications of statistical mechanics to economics: Entropic origin of the probability distributions of money, income, and energy consumption In: Papers.
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paper0
2014Global inequality in energy consumption from 1980 to 2010 In: Papers.
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paper0
2016Monetary economics from econophysics perspective In: Papers.
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paper5
2017Exponential Structure of Income Inequality: Evidence from 67 Countries In: Papers.
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paper5
2019Exponential structure of income inequality: evidence from 67 countries.(2019) In: Journal of Economic Interaction and Coordination.
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article
2000Statistical mechanics of money In: Papers.
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paper124
2000Evidence for the exponential distribution of income in the USA In: Papers.
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paper29
2001Evidence for the exponential distribution of income in the USA.(2001) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has another version. Agregated cites: 29
article
2001Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States In: Papers.
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paper86
2001Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States.(2001) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 86
article
2002Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States.(2002) In: Computing in Economics and Finance 2002.
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This paper has another version. Agregated cites: 86
paper
2002Probability distribution of returns in the Heston model with stochastic volatility In: Papers.
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paper58
2002Probability distribution of returns in the Heston model with stochastic volatility.(2002) In: Computing in Economics and Finance 2002.
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This paper has another version. Agregated cites: 58
paper
2002Probability distribution of returns in the Heston model with stochastic volatility.(2002) In: Quantitative Finance.
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This paper has another version. Agregated cites: 58
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2002Statistical Mechanics of Money, Income, and Wealth: A Short Survey In: Papers.
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paper7
2003Research in Econophysics In: Papers.
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paper0
2004Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact In: Papers.
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paper38
2004Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact.(2004) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 38
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2004Temporal evolution of the thermal and superthermal income classes in the USA during 1983-2001 In: Papers.
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paper8
2006A study of the personal income distribution in Australia In: Papers.
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paper23
2006A study of the personal income distribution in Australia.(2006) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 23
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2006Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study In: Papers.
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paper9
2007Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 9
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2003Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes In: Physica A: Statistical Mechanics and its Applications.
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article11
2005Two-class structure of the personal income distribution in the USA in 1983-2001 In: Computing in Economics and Finance 2005.
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paper1
1999Anomalous temperature dependence of resistivity in quasi-one-dimensional conductors in a strong magnetic field In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article0
2000GIBBS DISTRIBUTION OF MONEY: A COMPUTER SIMULATION In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0

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