nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An empirical behavioral model of liquidity and volatility
|
Mike, Szabolcs |
|
2008 |
32 |
1 |
p. 200-234 35 p. |
artikel |
2 |
A network analysis of the Italian overnight money market
|
Iori, Giulia |
|
2008 |
32 |
1 |
p. 259-278 20 p. |
artikel |
3 |
Classical thermodynamics and economic general equilibrium theory
|
Smith, Eric |
|
2008 |
32 |
1 |
p. 7-65 59 p. |
artikel |
4 |
Cluster analysis for portfolio optimization
|
Tola, Vincenzo |
|
2008 |
32 |
1 |
p. 235-258 24 p. |
artikel |
5 |
Continuous cascade models for asset returns
|
Bacry, E. |
|
2008 |
32 |
1 |
p. 156-199 44 p. |
artikel |
6 |
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
|
Rosenow, Bernd |
|
2008 |
32 |
1 |
p. 279-302 24 p. |
artikel |
7 |
Inter-pattern speculation: Beyond minority, majority and $-games
|
Challet, Damien |
|
2008 |
32 |
1 |
p. 85-100 16 p. |
artikel |
8 |
Introduction to special issue on ‘Applications of Statistical Physics in Economics and Finance’
|
Farmer, J. Doyne |
|
2008 |
32 |
1 |
p. 1-6 6 p. |
artikel |
9 |
Quantifying and understanding the economics of large financial movements
|
Gabaix, Xavier |
|
2008 |
32 |
1 |
p. 303-319 17 p. |
artikel |
10 |
Stock market crashes as social phase transitions
|
Levy, Moshe |
|
2008 |
32 |
1 |
p. 137-155 19 p. |
artikel |
11 |
Thermodynamic limits of macroeconomic or financial models: One- and two-parameter Poisson–Dirichlet models
|
Aoki, Masanao |
|
2008 |
32 |
1 |
p. 66-84 19 p. |
artikel |
12 |
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
|
Alfarano, Simone |
|
2008 |
32 |
1 |
p. 101-136 36 p. |
artikel |