nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
American option pricing in Gauss–Markov interest rate models
|
Galluccio, Stefano |
|
1999 |
269 |
1 |
p. 61-71 11 p. |
artikel |
2 |
A more informative estimation procedure for the parameters of a diffusion process
|
Basso, A. |
|
1999 |
269 |
1 |
p. 45-53 9 p. |
artikel |
3 |
Characteristic times in stock market indices
|
Kullmann, L |
|
1999 |
269 |
1 |
p. 98-110 13 p. |
artikel |
4 |
Correlations in the bond-future market
|
Cuniberti, Gianaurelio |
|
1999 |
269 |
1 |
p. 90-97 8 p. |
artikel |
5 |
Critical fluctuations in a random network model
|
Nirei, M. |
|
1999 |
269 |
1 |
p. 16-23 8 p. |
artikel |
6 |
Critical fluctuations of demand and supply
|
Takayasu, H. |
|
1999 |
269 |
1 |
p. 24-29 6 p. |
artikel |
7 |
Crowd effects and volatility in markets with competing agents
|
Johnson, Neil F |
|
1999 |
269 |
1 |
p. 1-8 8 p. |
artikel |
8 |
Discrete random walk models for symmetric Lévy–Feller diffusion processes
|
Gorenflo, Rudolf |
|
1999 |
269 |
1 |
p. 79-89 11 p. |
artikel |
9 |
Econophysics: Can physicists contribute to the science of economics?
|
Stanley, H.E |
|
1999 |
269 |
1 |
p. 156-169 14 p. |
artikel |
10 |
Empirical investigation of stock price dynamics in an emerging market
|
Palágyi, Zoltán |
|
1999 |
269 |
1 |
p. 132-139 8 p. |
artikel |
11 |
Index
|
|
|
1999 |
269 |
1 |
p. 184- 1 p. |
artikel |
12 |
Multiscaling and clustering of volatility
|
Pasquini, Michele |
|
1999 |
269 |
1 |
p. 140-147 8 p. |
artikel |
13 |
Nonlinear index prediction
|
Zemke, Stefan |
|
1999 |
269 |
1 |
p. 177-183 7 p. |
artikel |
14 |
On the multinomial logit model
|
Marsili, Matteo |
|
1999 |
269 |
1 |
p. 9-15 7 p. |
artikel |
15 |
Stationarity tests for financial time series
|
Gimeno, Ricardo |
|
1999 |
269 |
1 |
p. 72-78 7 p. |
artikel |
16 |
Statistical analysis of 5 s index data of the Budapest Stock Exchange
|
Jánosi, Imre M |
|
1999 |
269 |
1 |
p. 111-124 14 p. |
artikel |
17 |
Statistical mechanics analysis of the continuous number partitioning problem
|
Ferreira, F.F |
|
1999 |
269 |
1 |
p. 54-60 7 p. |
artikel |
18 |
The moving averages demystified
|
Vandewalle, N |
|
1999 |
269 |
1 |
p. 170-176 7 p. |
artikel |
19 |
Toward a theory of marginally efficient markets
|
Zhang, Yi-Cheng |
|
1999 |
269 |
1 |
p. 30-44 15 p. |
artikel |
20 |
Volatility in the Italian stock market: an empirical study
|
Raberto, Marco |
|
1999 |
269 |
1 |
p. 148-155 8 p. |
artikel |
21 |
Zipf's law in income distribution of companies
|
Okuyama, K |
|
1999 |
269 |
1 |
p. 125-131 7 p. |
artikel |