The European Physical Journal B

Vol. 20 No. 4 (April II 2001)

Editorial
• Special issue on Econophysics     p. 471
  M. Ausloos
  Abstract | PDF file (17.9 KB)



Interdisciplinary Physics
• Forecast in foreign exchange markets     p. 473
  R. Baviera, M. Pasquini, M. Serva, D. Vergni and A. Vulpiani
  Abstract | References | PDF file (242 KB)



• Value-at-risk prediction using context modeling     p. 481
  K. Denecker, S. Van Assche, J. Crombez, R. Vander Vennet and I. Lemahieu
  Abstract | References | PDF file (345 KB)



• From market games to real-world markets     p. 493
  P. Jefferies, M.L. Hart, P.M. Hui and N.F. Johnson
  Abstract | References | PDF file (262 KB)



• Empirical properties of the variety of a financial portfolio and the single-index model     p. 503
  F. Lillo and R.N. Mantegna
  Abstract | References | PDF file (961 KB)



• Beliefs and stochastic modelling of interest rate scenario risk     p. 511
  E. Galic and L. Molgedey
  Abstract | References | PDF file (369 KB)



• Extracting factors for interest rate scenarios     p. 517
  L. Molgedey and E. Galic
  Abstract | References | PDF file (236 KB)



• Power law distributions and dynamic behaviour of stock markets     p. 523
  P. Richmond
  Abstract | References | PDF file (111 KB)



• Correlations in financial time series: established versus emerging markets     p. 527
  M. Beben and A. Orlowski
  Abstract | References | PDF file (107 KB)



• Observations of deterministic chaos in financial time series by recurrence plots, can one control chaotic economy?     p. 531
  J.A. Holyst, M. Zebrowska and K. Urbanowicz
  Abstract | References | PDF file (226 KB)



• False Euro (FEUR) exchange rate correlated behaviors and investment strategy     p. 537
  M. Ausloos and K. Ivanova
  Abstract | References | PDF file (580 KB)



• Wavelet-based detection of coherent structures and self-affinity in financial data     p. 543
  B.J.W. Fleming, D. Yu, R.G. Harrison and D. Jubb
  Abstract | References | PDF file (266 KB)



• Crowd-anticrowd theory of multi-agent market games     p. 547
  M. Hart, P. Jefferies, P.M. Hui and N.F. Johnson
  Abstract | References | PDF file (118 KB)



• Risk analysis in investment appraisal based on the Monte Carlo simulation technique     p. 551
  A. Hacura, M. Jadamus-Hacura and A. Kocot
  Abstract | References | PDF file (251 KB)



• Optimal trading from minimizing the period of bankruptcy risk     p. 555
  S. Liehr and K. Pawelzik
  Abstract | References | PDF file (263 KB)



• Liquid markets and market liquids     p. 561
  G. Cuniberti and L. Matassini
  Abstract | References | PDF file (2.01 MB)



• The volatility in a multi-share financial market model     p. 565
  A. Ponzi
  Abstract | References | PDF file (121 KB)



• Rules extraction in short memory time series using genetic algorithms     p. 569
  L.Y. Fong and K.Y. Szeto
  Abstract | References | PDF file (210 KB)



• The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market     p. 573
  B.H. Wang and P.M. Hui
  Abstract | References | PDF file (668 KB)



• The prediction of periods of high volatility in exchange markets     p. 581
  C. Windsor and A. Thyagaraja
  Abstract | References | PDF file (106 KB)



• Evidence for the exponential distribution of income in the USA     p. 585
  A. Dragulescu and V.M. Yakovenko
  Abstract | References | PDF file (129 KB)



• Economic mapping to the renormalization group scaling of stock markets     p. 591
  E. Canessa
  Abstract | References | PDF file (124 KB)



• Beyond Black-Scholes: semimartingales and Lévy processes for option pricing     p. 595
  S. Galluccio
  Abstract | References | PDF file (138 KB)



• Power, Lévy, exponential and Gaussian-like regimes in autocatalytic financial systems     p. 601
  Z.F. Huang and S. Solomon
  Abstract | References | PDF file (212 KB)



• Self-similar approach to market analysis     p. 609
  V.I. Yukalov
  Abstract | References | PDF file (153 KB)



• Transition from coherence to bistability in a model of financial markets     p. 619
  R. D'Hulst and G.J. Rodgers
  Abstract | References | PDF file (698 KB)

© EDP Sciences, Società Italiana di Fisica, Springer-Verlag 2001