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                             46 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A mechanism to derive multi-power law functions: An application in the econophysics framework Scarfone, A.M.
2007
382 1 p. 271-277
7 p.
artikel
2 Analysis of a Japan government intervention on the domestic agriculture market Vitanov, Nikolay K.
2007
382 1 p. 330-335
6 p.
artikel
3 Analysis of price diffusion in financial markets using PUCK model Mizuno, Takayuki
2007
382 1 p. 187-192
6 p.
artikel
4 A natural value unit—Econophysics as arbiter between finance and economics Defilla, Steivan
2007
382 1 p. 42-51
10 p.
artikel
5 Asset price dynamics in a financial market with heterogeneous trading strategies and time delays Sansone, Alessandro
2007
382 1 p. 247-257
11 p.
artikel
6 Asymmetric conditional volatility in international stock markets Ferreira, Nuno B.
2007
382 1 p. 73-80
8 p.
artikel
7 A unified econophysics explanation for the power-law exponents of stock market activity Gabaix, Xavier
2007
382 1 p. 81-88
8 p.
artikel
8 Bayesian Networks for enterprise risk assessment Bonafede, C.E.
2007
382 1 p. 22-28
7 p.
artikel
9 Characterization of foreign exchange market using the threshold-dealer-model Yamada, Kenta
2007
382 1 p. 340-346
7 p.
artikel
10 Clusters or networks of economies? A macroeconomy study through Gross Domestic Product Ausloos, M.
2007
382 1 p. 16-21
6 p.
artikel
11 Contagion effects in a chartist–fundamentalist model with time delays Dibeh, Ghassan
2007
382 1 p. 52-57
6 p.
artikel
12 Delayed information flow effect in economy systems. An ACP model study Miśkiewicz, Janusz
2007
382 1 p. 179-186
8 p.
artikel
13 Detecting the traders’ strategies in minority–majority games and real stock-prices Alfi, V.
2007
382 1 p. 1-8
8 p.
artikel
14 Detrending moving average algorithm: A closed-form approximation of the scaling law Arianos, Sergio
2007
382 1 p. 9-15
7 p.
artikel
15 Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance Stanley, H.E.
2007
382 1 p. 286-301
16 p.
artikel
16 Editorial Board 2007
382 1 p. v-viii
nvt p.
artikel
17 Effective history length of the minority game Hung, Chia-Hsiang
2007
382 1 p. 129-137
9 p.
artikel
18 Extracting the exponential behaviors in the market data Watanabe, Kota
2007
382 1 p. 336-339
4 p.
artikel
19 Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach Sato, Aki-Hiro
2007
382 1 p. 258-270
13 p.
artikel
20 Geometry of financial markets—Towards information theory model of markets Piotrowski, Edward W.
2007
382 1 p. 228-234
7 p.
artikel
21 Hitting time distributions in financial markets Valenti, Davide
2007
382 1 p. 311-320
10 p.
artikel
22 Ideal-gas-like market models with savings: Quenched and annealed cases Chatterjee, Arnab
2007
382 1 p. 36-41
6 p.
artikel
23 International advisory committee 2007
382 1 p. xv-
1 p.
artikel
24 List of contributors 2007
382 1 p. 354-
1 p.
artikel
25 List of participants 2007
382 1 p. 355-358
4 p.
artikel
26 Market efficiency in foreign exchange markets Oh, Gabjin
2007
382 1 p. 209-212
4 p.
artikel
27 Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model Perelló, Josep
2007
382 1 p. 213-218
6 p.
artikel
28 Medium and small-scale analysis of financial data Nawroth, Andreas P.
2007
382 1 p. 193-198
6 p.
artikel
29 Modeling long-range memory trading activity by stochastic differential equations Gontis, V.
2007
382 1 p. 114-120
7 p.
artikel
30 Non-parametric extraction of implied asset price distributions Healy, Jerome V.
2007
382 1 p. 121-128
8 p.
artikel
31 On the integrated behaviour of non-stationary volatility in stock markets Dionisio, Andreia
2007
382 1 p. 58-65
8 p.
artikel
32 On the maximum drawdown during speculative bubbles Rotundo, Giulia
2007
382 1 p. 235-246
12 p.
artikel
33 Periodic attractors of random truncator maps Theodosopoulos, Ted
2007
382 1 p. 302-310
9 p.
artikel
34 Price forecast in the competitive electricity market by support vector machine Gao, Ciwei
2007
382 1 p. 98-113
16 p.
artikel
35 Reflections on modern macroeconomics: Can we travel along a safer road? Gaffeo, E.
2007
382 1 p. 89-97
9 p.
artikel
36 Response of firm agent network to exogenous shock Ikeda, Yuichi
2007
382 1 p. 138-148
11 p.
artikel
37 Self-consistent asset pricing models Malevergne, Y.
2007
382 1 p. 149-171
23 p.
artikel
38 Stochastic model for market stocks with floors Villarroel, Javier
2007
382 1 p. 321-329
9 p.
artikel
39 Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study Silva, A. Christian
2007
382 1 p. 278-285
8 p.
artikel
40 Stock price fluctuations and the mimetic behaviors of traders Maskawa, Jun-ichi
2007
382 1 p. 172-178
7 p.
artikel
41 Stylized facts in internal rates of return on stock index and its derivative transactions Pichl, Lukáš
2007
382 1 p. 219-227
9 p.
artikel
42 The demise of constant price impact functions and single-time step models of speculation Challet, Damien
2007
382 1 p. 29-35
7 p.
artikel
43 The dynamics of traded value revisited Eisler, Zoltán
2007
382 1 p. 66-72
7 p.
artikel
44 The matrix rate of return Zambrzycka, Anna
2007
382 1 p. 347-353
7 p.
artikel
45 Topology of foreign exchange markets using hierarchical structure methods Naylor, Michael J.
2007
382 1 p. 199-208
10 p.
artikel
46 Where do we stand on econophysics? Carbone, A.
2007
382 1 p. xi-xiv
nvt p.
artikel
                             46 gevonden resultaten
 
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