# Three Risky Decades: A Time for Econophysics?

- ISBN978-3-0365-4741-1 (Hardback)
- ISBN978-3-0365-4742-8 (PDF)

This book is a reprint of the Special Issue Three Risky Decades: A Time for Econophysics? that was published in

Our Special Issue we publish at a turning point, which we have not dealt with since World War II. The interconnected long-term global shocks such as the coronavirus pandemic, the war in Ukraine, and catastrophic climate change have imposed significant humanitary, socio-economic, political, and environmental restrictions on the globalization process and all aspects of economic and social life including the existence of individual people. The planet is trapped—the current situation seems to be the prelude to an apocalypse whose long-term effects we will have for decades. Therefore, it urgently requires a concept of the planet's survival to be built—only on this basis can the conditions for its development be created. The Special Issue gives evidence of the state of econophysics before the current situation. Therefore, it can provide excellent econophysics or an inter-and cross-disciplinary starting point of a rational approach to a new era.

- Hardback

*q*-Gaussians; financial markets; COVID-19; econophysics; financial complexity; collective intelligence; emergent property; stock correlation; detrended cross-correlation analysis; lexical evolution of econophysics; text as data; correspondence analysis; long-range memory; 1/

*f*noise; absolute value estimator; anomalous diffusion; ARFIMA; first-passage times; fractional Lèvy stable motion; Higuchi’s method; mean squared displacement; multiplicative point process; econophysics; financial markets; correlation filtering; minimal spanning tree; planar maximally filtered graph; topological data analysis; SGX; TAIEX; econophysics; entropy; complex systems; ecological economics; urban–regional economics; income distribution; financial market dynamics; income tax; tax deduction; income redistribution; government transfer; government dependency; poverty line; basic income guarantee; effective tax rate; balanced budget; elastic tax; Cantor set; fractals; homeomorphism; detrended fluctuation analysis; Hurst exponent; continuous time random walk; intertrade times; volatility clustering; local transfer entropy; long-short-term-memory; Bitcoin; financial markets; cryptocurrencies; multiscale analysis; detrended cross-correlations; minimal spanning tree; COVID-19; financial markets; covariance matrices; copulas; high-frequency trading; market stability; agent-based models; network analysis; structural entropy; time series analysis; COVID-19; Economic Freedom of the World index; Index of Economic Freedom; rank-size law technique; power law behaviour; exponential behaviour; multiscale partition function; multifractal analysis; company market; export readiness; internationalization; options pricing; mortality; companies; start-up; FTSE100; Gompertz; MinMax; survival probability distribution; high-frequency trader; multivariate Hawkes process; econophysics; forex market; wealth distribution; kinetic models; wealth inequalities; compartmental epidemic modelling; vaccination campaign; COVID-19; flash crash; systemic risk; financial networks; high frequency trading; market microstructure; phase transition; criticality; econophysics; dynamics of complex networks; cascading failure; network science; complex systems; economic complexity; relatedness; products and services; planar graph; partial correlation; discounting; bond pricing; real interest rates; econophysics; calendar anomalies; day-of-the-week effect; market indices; multifractal detrended fluctuation analysis; n/a