AUTHOR=Alghalith Moawia TITLE=Methods in econophysics: Estimating the probability density and volatility JOURNAL=Frontiers in Physics VOLUME=10 YEAR=2022 URL=https://www.frontiersin.org/journals/physics/articles/10.3389/fphy.2022.1050277 DOI=10.3389/fphy.2022.1050277 ISSN=2296-424X ABSTRACT=

We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of volatility, and probability densities. These methods will have useful applications in econophysics and finance.