{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,12]],"date-time":"2026-03-12T13:10:10Z","timestamp":1773321010969,"version":"3.50.1"},"reference-count":31,"publisher":"Elsevier BV","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SSRN Journal"],"DOI":"10.2139\/ssrn.2002698","type":"journal-article","created":{"date-parts":[[2012,11,22]],"date-time":"2012-11-22T14:49:28Z","timestamp":1353595768000},"source":"Crossref","is-referenced-by-count":2,"title":["Financial Turbulence, Business Cycles and Intrinsic Time in an Artificial Economy"],"prefix":"10.2139","author":[{"given":"Carlos Pedro dos Santos","family":"Gon\u00e7alves","sequence":"first","affiliation":[]}],"member":"78","reference":[{"key":"ref1","author":"P W Anderson","year":"1988","journal-title":"The Economy as an Evolving Complex System"},{"key":"ref2","author":"B W Arthur","year":"1997","journal-title":"The Economy as an Evolving Complex System II"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1017\/cbo9780511842450.008","author":"B E Baaquie","year":"2000","journal-title":"Simulation of Stochastic Volatility Using Path Integration: Smiles and Frowns"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1017\/cbo9780511617577.010","author":"B E Baaquie","year":"2001","journal-title":"Empirical Investigation of a Quantum Field Theory of Forward Rates"},{"key":"ref5","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511617577","author":"B E Baaquie","year":"2004","journal-title":"Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates"},{"key":"ref6","doi-asserted-by":"publisher","first-page":"263","DOI":"10.1016\/j.physa.2010.08.046","article-title":"Simulation of coupon bond European and barrier options in quantum finance","volume":"390","author":"B E Baaquie","year":"2011","journal-title":"Physica A"},{"key":"ref7","doi-asserted-by":"crossref","DOI":"10.1093\/acprof:oso\/9780195162592.001.0001","author":"L E Blume","year":"2005","journal-title":"The Economy As an Evolving Complex System, III: Current Perspectives and Future Directions"},{"key":"ref8","first-page":"381","article-title":"Multifractality in asset returns: theory and evidence","volume":"84","author":"C P ; L Fisher","year":"2002","journal-title":"Gon\ufffdalves \/ Financial Turbulence, Business Cycles and Intrinsic Time in an Artificial Economy Calvet"},{"issue":"1","key":"ref9","doi-asserted-by":"publisher","first-page":"81","DOI":"10.14441\/eier.5.81","article-title":"Equilibrium illusion, economic complexity and evolutionary foundation in economic analysis","volume":"5","author":"P Chen","year":"2008","journal-title":"Evol. Inst. Econ. Rev"},{"issue":"31","key":"ref10","article-title":"An Evolutionary Quantum Game Model of Financial Market Dynamics -Theory and Evidence","volume":"2","author":"R H Day","year":"1972","journal-title":"Capital Markets: Asset Pricing & Valuation"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.1884997","author":"C P Gon\ufffdalves","year":"2012","journal-title":"Quantum Financial Economics -Risk and Returns"},{"key":"ref12","author":"H.-W Lorenz","year":"1997","journal-title":"Nonlinear Dynamical Economics and Chaotic Motion"},{"key":"ref13","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-2763-0","author":"B B Mandelbrot","year":"1997","journal-title":"Fractals and Scaling in Finance"},{"key":"ref14","author":"B B Mandelbrot","year":"2004","journal-title":"The (Mis)behaviour of Markets: a Fractal View of Risk, Ruin and Reward"},{"key":"ref15","author":"R C Merton","year":"1997","journal-title":"Applications of Options Pricing Theory: Twenty-Five Years Later"},{"key":"ref16","article-title":"Quantumlike approach to financial risk: quantum anthropic principle","volume":"32","author":"E W Piotrowski","year":"2001","journal-title":"Acta. Phys. Polon"},{"key":"ref17","doi-asserted-by":"publisher","first-page":"208","DOI":"10.1016\/s0378-4371(02)00842-7","article-title":"Quantum market games","volume":"312","author":"E W Piotrowski","year":"2002","journal-title":"Physica A"},{"issue":"15","key":"ref18","doi-asserted-by":"publisher","first-page":"3949","DOI":"10.1016\/j.physa.2008.02.071","article-title":"Quantum auctions: Facts and myths","volume":"387","author":"E W Piotrowski","year":"2008","journal-title":"Physica A"},{"key":"ref19","author":"I Prigogine","year":"1979","journal-title":"La nouvelle alliance? M\ufffdtamorphose de la science (The new allianceMetamorphosis of science)"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1142\/9789812775382","author":"I Prigogine","year":"2003","journal-title":"Is Future Given?"},{"key":"ref21","author":"T P\ufffdu","year":"1997","journal-title":"Nonlinear Economic Dynamics"},{"key":"ref22","doi-asserted-by":"crossref","DOI":"10.31812\/0564\/1134","author":"V Saptsin","year":"2009","journal-title":"Relativistic Quantum Econophysics -New Paradigms in Complex Systems Modelling"},{"key":"ref23","author":"V Saptsin","year":"2011","journal-title":"Heisenberg uncertainty principle and economic analogues of basic physical quantities"},{"key":"ref24","author":"M Schaden","year":"2002","journal-title":"Pricing European Options in Realistic Markets"},{"key":"ref25","doi-asserted-by":"publisher","first-page":"511","DOI":"10.1016\/s0378-4371(02)01200-1","article-title":"Quantum Finance","volume":"316","author":"M Schaden","year":"2002","journal-title":"Physica A"},{"key":"ref26","author":"M Schaden","year":"2003","journal-title":"A Quantum Approach to Stock Price Fluctuations"},{"issue":"7","key":"ref27","doi-asserted-by":"publisher","first-page":"4072","DOI":"10.1073\/pnas.95.7.4072","article-title":"The Black-Scholes pricing formula in the quantum context","volume":"95","author":"W Segal","year":"1998","journal-title":"PNAS"},{"key":"ref28","author":"W F Sharpe","year":"1995","journal-title":"Investments"},{"key":"ref29","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-662-04423-0","author":"J Voit","year":"2001","journal-title":"The Statistical Mechanics of Financial Markets"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.5194\/angeo-21-1955-2003","author":"Z V\ufffdr\ufffds","year":"2003","journal-title":"Multi-scale magnetic field intermittence in the plasma sheet"},{"issue":"9","key":"ref31","doi-asserted-by":"publisher","first-page":"1955","DOI":"10.1002\/jgr.v69.21","volume":"21","journal-title":"Ann. Geophys"}],"container-title":["SSRN Electronic Journal"],"original-title":[],"language":"en","deposited":{"date-parts":[[2025,4,21]],"date-time":"2025-04-21T10:56:30Z","timestamp":1745232990000},"score":1,"resource":{"primary":{"URL":"http:\/\/www.ssrn.com\/abstract=2002698"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012]]},"references-count":31,"URL":"https:\/\/doi.org\/10.2139\/ssrn.2002698","relation":{},"ISSN":["1556-5068"],"issn-type":[{"value":"1556-5068","type":"electronic"}],"subject":[],"published-other":{"date-parts":[[2012]]},"published":{"date-parts":[[2012]]}}}