Table of contents
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) - 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)
Interdisciplinary Physics
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag 2001



Table of contents 
