Econophysics of Stock and other Markets : Proceedings of the Econophys-Kolkata II. 1st ed. 2006
- 種類:
- 電子ブック
- 責任表示:
- edited by Arnab Chatterjee, Bikas K. Chakrabarti
- 出版情報:
- Milano : Springer Milan : Imprint: Springer, 2006
- 著者名:
- シリーズ名:
- New Economic Windows ;
- ISBN:
- 9788847005020 [8847005027]
- 注記:
- Markets and their Analysis -- On Stock-Price Fluctuations in the Periods of Booms and Stagnations -- An Outlook on Correlations in Stock Prices -- The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics -- A Random Matrix Approach To Volatility In An Indian Financial Market -- Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size? -- Statistical Distribution of Stock Returns Runs -- Fluctuation Dynamics of Exchange Rates on Indian Financial Market -- Noise Trading in an Emerging Market: Evidence and Analysis -- How Random is the Walk: Efficiency of Indian Stock and Futures Markets -- Markets and their Models -- Models of Financial Market Information Ecology -- Estimating Phenomenological Parameters in Multi-Assets Markets -- Agents Play Mix-game -- Triangular Arbitrage as an Interaction in Foreign Exchange Markets -- Modelling Limit Order Financial Markets -- Two Fractal Overlap Time Series and Anticipation of Market Crashes -- The Apparent Madness of Crowds: Irr
This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included. - ローカル注記:
- 学内専用E-BOOKS (local access only)
類似資料:
Springer Milan : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer Milan : Imprint: Springer |
8
![]() Springer Berlin Heidelberg : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
9
![]() Springer Berlin Heidelberg : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
10
![]() Springer Berlin Heidelberg : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer Japan : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |