Victor M. Yakovenko : Citation Profile


Are you Victor M. Yakovenko?

11

H index

11

i10 index

632

Citations

RESEARCH PRODUCTION:

11

Articles

23

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 30
   Journals where Victor M. Yakovenko has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 5 (0.78 %)

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   Permalink: http://citec.repec.org/pya496
   Updated: 2021-11-28    RAS profile: 2021-08-04    
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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 (20)

Cockshott, William (8)

Gallegati, Mauro (8)

Schneider, Markus (8)

Russo, Alberto (6)

Scharfenaker, Ellis (6)

Semieniuk, Gregor (6)

Goncu, Ahmet (5)

Sarabia, José María (5)

Fagiolo, Giorgio (5)

Cites to:

Gallegati, Mauro (6)

Wright, Ian (6)

Kaizoji, Taisei (5)

Clementi, Fabio (5)

Piketty, Thomas (4)

Saez, Emmanuel (4)

Foley, Duncan (3)

Ding, Ning (3)

Lahoti, Rahul (3)

Semieniuk, Gregor (3)

Rosser, Barkley (3)

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.org20
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Victor M. Yakovenko (2021 and 2020)


YearTitle of citing document
2021Epstein-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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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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2020Thermodynamics of markets. (2020). Rashkovskiy, Sergey. In: Papers. RePEc:arx:papers:2010.10260.

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2021Wealth distribution in modern societies: collected data and a master equation approach. (2021). Neda, Zoltan ; Biro, Tamas ; Toth, Geza ; Kelemen, Szabolcs ; Gere, Istvan. In: Papers. RePEc:arx:papers:2104.04134.

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2021Derivation of wealth distributions from biased exchange of money. (2021). Cao, Fei ; Motsch, Sebastien. In: Papers. RePEc:arx:papers:2105.07341.

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2021Wealth rheology. (2021). Burda, Zdzislaw ; Snarska, Malgorzata ; Malarz, Krzysztof ; Krawczyk, Malgorzata J. In: Papers. RePEc:arx:papers:2105.08048.

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2021What Data Augmentation Do We Need for Deep-Learning-Based Finance?. (2021). Imajo, Kentaro ; Minami, Kentaro ; Ziyin, Liu. In: Papers. RePEc:arx:papers:2106.04114.

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2021A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process. (2021). Grosskinsky, Stefan ; Forbes, Samuel. In: Papers. RePEc:arx:papers:2107.02169.

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2021Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2107.06659.

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2021Precise option pricing by the COS method -- How to choose the truncation interval. (2021). Pankrashkin, Konstantin ; Junike, Gero. In: Papers. RePEc:arx:papers:2109.01030.

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2021The Boltzmann fair division for distributive justice. (2021). Kim, Jaeup U ; Park, Ji-Won ; Un, Chae ; Ghim, Cheol-Min. In: Papers. RePEc:arx:papers:2109.11917.

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2020Vermögenskonzentration in Österreich. (2020). Kapeller, Jakob ; Heck, Ines ; Wildauer, Rafael. In: Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft. RePEc:clr:mwugar:206.

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2020The new wealth of nations: How STEM fields generate the prosperity and inequality of individuals, companies, and countries. (2020). Zhang, Xin ; Wild, Dorian ; Lipic, Tomislav ; Lichtenstein, Benyamin ; Crawford, Christopher G ; Podobnik, Boris ; Stanley, Eugene H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:141:y:2020:i:c:s0960077920307189.

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2021Emerging social brain: A collective self-motivated Boltzmann machine. (2021). Lin, LI ; Sornette, Didier ; Tao, Yong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309346.

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2021Modeling and controlling the spread of epidemic with various social and economic scenarios. (2021). Kliushnichenko, O V ; Gandzha, I S ; Lukyanets, S P. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921004008.

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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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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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2020Discrete trade. (2020). Lashkaripour, Ahmad. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s0022199620300799.

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2021Bifurcations in business profitability: An agent-based simulation of homophily in self-financing groups. (2021). Mersland, Roy ; Despallier, Bert ; Martinez, Rolando Gonzales. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:495-514.

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2020Two-sided market, R&D, and payments system evolution. (2020). McAndrews, James ; Li, Bin Grace ; Wang, Zhu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:180-199.

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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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2020Bypassing the truncation problem of truncated Lévy flights. (2020). Da Silva, Sergio ; Nagata, Mateus ; da Fonseca, Regina ; Matsushita, Raul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305392.

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2020From a stochastic model of economic exchange to measures of inequality. (2020). Serota, R A ; Mills, Jeffrey ; Moghaddam, Dashti M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305483.

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2020Earnings distributions of scalable vs. non-scalable occupations. (2020). Da Silva, Sergio ; Maia, Adriano ; Matsushita, Raul. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s037843712030621x.

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2021The exponential Pareto model with hidden income processes: Evidence from Chile. (2021). Grien, Pablo Tapia ; Cubillos, Pablo Gutierrez ; Diaz, Juan D. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306245.

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2021Combined multiplicative–Heston model for stochastic volatility. (2021). Serota, R A ; Moghaddam, Dashti M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306671.

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2021A simple and efficient kinetic model for wealth distribution with saving propensity effect: Based on lattice gas automaton. (2021). Lin, Chuandong ; Cui, Lijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306774.

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2021Measuring income inequality: A robust semi-parametric approach. (2021). Hussain, Saiful Izzuan ; Ibrahim, Kamarulzaman ; Masseran, Nurulkamal ; Mohd, Muhammad Aslam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307159.

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2021The personal wealth importance to the intertemporal choice. (2021). Do, Jose Claudio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308578.

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2021An agent-based model for teaching–learning processes. (2021). Astudillo, Hernan F ; Borotto, Felix A ; Ormazabal, Ignacio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s037843712030861x.

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2021Forecasting price of financial market crash via a new nonlinear potential GARCH model. (2021). Long, Chao ; Li, Jiang-Cheng ; Xing, Dun-Zhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030947x.

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2021A basic model for empirical funding distributions. (2021). Huang, Ding-Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309699.

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2021Thermodynamics of markets. (2021). Rashkovskiy, S A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s0378437120309973.

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2021World per capita gross domestic product measured nominally and across countries with purchasing power parity: Stretched exponential or Boltzmann–Gibbs distribution?. (2021). Hernandez-Casildo, J ; del Castillo-Mussot, M ; Hernandez-Ramirez, E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309882.

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2021Time-resolved topological data analysis of market instabilities. (2021). Biem, Alain ; Katz, Yuri A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:571:y:2021:i:c:s0378437121000881.

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2021Boltzmann-like income distribution in low and middle income classes: Evidence from the United Kingdom. (2021). , Yongtao ; Tao, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003873.

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2021Wealth distribution in modern societies: Collected data and a master equation approach. (2021). Neda, Zoltan ; Biro, Tamas S ; Toth, Geza ; Kelemen, Szabolcs ; Gere, Istvan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004672.

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2021A statistical evidence of power law distribution in the upper tail of world billionaires’ data 2010–20. (2021). Shah, Said Farooq ; Raftab, Mariya ; Hussain, Muhammad Irfan ; Asghar, Zahid ; Asif, Muhammad ; Khan, Akbar Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004714.

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2021Economic thermodynamics. (2021). Rashkovskiy, S A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005343.

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2021Technology Adoption and Leapfrogging: Racing for Mobile Payments. (2021). Wang, Zhu ; Han, Pengfei. In: Working Paper. RePEc:fip:fedrwp:90445.

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2020Vermögenskonzentration in Österreich: Ein Update auf Basis des HFCS 2017. (2020). Wildauer, Rafael ; Kapeller, Jakob ; Heck, Ines. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:30683.

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2020Ecology, Economics, and Network Dynamics. (2020). Tsen, Chih-Jui ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_971.

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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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2020Eigenvalue distribution, matrix size and the linearity of wage-profit curves. (2020). Pires, Luiza Nassif ; Shaikh, Anwar ; Coronado, Jose Alejandro. In: Working Papers. RePEc:new:wpaper:2014.

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2021Evolution of family systems and resultant socio-economic structures. (2021). Kaneko, Kunihiko ; Itao, Kenji. In: Palgrave Communications. RePEc:pal:palcom:v:8:y:2021:i:1:d:10.1057_s41599-021-00919-2.

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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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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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2021Growth and dynamics of Econophysics: a bibliometric and network analysis. (2021). Khurana, Parul ; Sharma, Kiran. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:5:d:10.1007_s11192-021-03884-4.

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2021Recommendations for modifying the Standardized Precipitation Index (SPI) for Drought Monitoring in Arid and Semi-arid Regions. (2021). Ghaemi, Alireza ; Mahmoudi, Peyman ; Amir, Seyed Mahdi ; Rigi, Allahbakhsh. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:35:y:2021:i:10:d:10.1007_s11269-021-02891-7.

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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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2021Implied and realized volatility: A study of distributions and the distribution of difference. (2021). Serota, R A ; Liu, Jiong ; Moghaddam, Dashti M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2581-2594.

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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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paper134
2010Universal patterns of inequality In: Papers.
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paper28
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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paper8
2017Exponential Structure of Income Inequality: Evidence from 67 Countries In: Papers.
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paper13
2019Exponential structure of income inequality: evidence from 67 countries.(2019) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 13
article
2020Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios In: Papers.
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paper0
2000Statistical mechanics of money In: Papers.
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paper133
2000Evidence for the exponential distribution of income in the USA In: Papers.
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paper39
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: 39
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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paper98
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: 98
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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2002Probability distribution of returns in the Heston model with stochastic volatility In: Papers.
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paper66
2002Probability distribution of returns in the Heston model with stochastic volatility.(2002) In: Computing in Economics and Finance 2002.
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paper
2002Probability distribution of returns in the Heston model with stochastic volatility.(2002) In: Quantitative Finance.
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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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paper40
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: 40
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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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paper28
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: 28
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2006Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study In: Papers.
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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: 11
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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
2019Perfect Andreev reflection due to the Klein paradox in a topological superconducting state In: Nature.
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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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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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