-
1
-
-
0002451890
-
Lectures on phase transitions and critical phenomena
-
Goldenfeld N 1992 Lectures on phase transitions and critical phenomena Frontiers in Physics for an excellent introduction.
-
(1992)
Frontiers in Physics
-
-
Goldenfeld, N.1
-
3
-
-
84909009662
-
-
Geneva: Droz
-
Pareto V 1965 Cours d’économie politique reprinted as a volume of Oeuvres Completes (Geneva: Droz)
-
(1965)
Cours d’économie
-
-
Pareto, V.1
-
9
-
-
0346613557
-
Physicists attempt to scale the ivory towers of finance
-
November
-
Farmer J D 1999 Physicists attempt to scale the ivory towers of finance Comput. Sci. Engng November
-
(1999)
Comput. Sci. Engng
-
-
Farmer, J.D.1
-
10
-
-
0004035282
-
-
(Cambridge: Cambridge University Press) Ijri Y and Simon H A Skew Distribution of Sizes of Business Firms (Amsterdam: North-Holland)
-
Atkinson A B and Harrison A J 1978 Distribution of Total Wealth in Britain (Cambridge: Cambridge University Press) Ijri Y and Simon H A Skew Distribution of Sizes of Business Firms (Amsterdam: North-Holland)
-
(1978)
Distribution of Total Wealth in Britain
-
-
Atkinson, A.B.1
Harrison, A.J.2
-
11
-
-
21844501886
-
-
Stanley M H R, Buldyrev S, Havlin S, Mantegna R, Salinger M and Stanley H E 1995 Eco. Lett. 49 453
-
(1995)
Eco.
, vol.49
, pp. 453
-
-
Stanley, M.1
Buldyrev, S.2
Havlin, S.3
Mantegna, R.4
Salinger, M.5
Stanley, H.E.6
-
12
-
-
85024066281
-
Pareto’s law for income of individuals and debt of bankrupt companies
-
Aoyama H, Nagahara Y, Okasaki M, Souma W, Takayasu H and Takayasu M 2000 Pareto’s law for income of individuals and debt of bankrupt companies Preprint cond-mat/0006038
-
(2000)
Preprint
-
-
Aoyama, H.1
Nagahara, Y.2
Okasaki, M.3
Souma, W.4
Takayasu, H.5
Takayasu, M.6
-
13
-
-
85024072408
-
-
Cambridge: Cambridge University Press)
-
Bouchaud J-P and Potters M 1997 Theorie des Risques Financiers (Saclay: Alea) (Engl. transl. 2000 Theory of Financial Risks (Cambridge: Cambridge University Press))
-
(1997)
Theorie
-
-
Bouchaud, J.-P.1
Potters, M.2
-
14
-
-
0242290729
-
-
Plerou V, Gopikrishnan P, Amaral L A, Meyer M and Stanley H E 1999 Phys. Rev. E60 6519
-
(1999)
Phys. Rev
, vol.E60
, pp. 6519
-
-
Plerou, V.1
Gopikrishnan, P.2
Amaral, L.A.3
Meyer, M.4
Stanley, H.E.5
-
16
-
-
0000506834
-
-
Dacorogna M M, Müller U A, Nagler R J, Olsen R B and Pictet O V 1993 J. Int. Money Finance 12 413
-
(1993)
J. Int. Money Finance
, vol.12
, pp. 413
-
-
Dacorogna, M.M.1
Müller, U.2
Nagler, A.3
Olsen, R.J.4
Pictet, R.5
-
17
-
-
0002487791
-
-
Guillaume D M, Dacorogna M M, Davé R D, Müller U A, Olsen R B and Pictet O V 1997 Finance Stochastics 1 95
-
(1997)
Finance Stochastics
, vol.1
, pp. 95
-
-
Guillaume, D.M.1
Dacorogna, M.M.2
Davé, R.D.3
Müller, U.A.4
Olsen, R.B.5
Pictet, O.V.6
-
19
-
-
85024059116
-
Phenomenology of the term structure of interest rates with
-
cond-mat/9901096
-
Nuyts J and Platten I 1999 Phenomenology of the term structure of interest rates with Pade approximants Preprint cond-mat/9901096
-
(1999)
Preprint
-
-
Nuyts, J.1
Platten, I.2
-
25
-
-
0031273053
-
-
Liu Y, Cizeau P, Meyer M, Peng C-K, and Stanley H E 1997 Physica A 245 437
-
(1997)
Physica
, pp. 245 437
-
-
Liu, Y.1
Cizeau, P.2
Meyer, M.3
Peng, C.-K.4
Stanley, H.E.5
-
27
-
-
85024047398
-
Dynamics of the number of trades in financial securities
-
cond-mat/9912006
-
Bonnano G, Lillo F and Mantegna R 1999 Dynamics of the number of trades in financial securities Preprint cond-mat/9912006
-
(1999)
Preprint
-
-
Bonnano, G.1
Lillo, F.2
Mantegna, R.3
-
28
-
-
0029949064
-
-
Ghashghaie S, Breymann W, Peinke J, Talkner P and Dodge Y 1996 Nature 381 767.
-
(1996)
Nature
, vol.381
, pp. 767
-
-
Ghashghaie, S.1
Breymann, W.2
Peinke, J.3
Talkner, P.4
Dodge, Y.5
-
29
-
-
85023989976
-
-
cond-mat/9607120
-
Arneodo A, Bouchaud J-P, Cont R, Muzy J-F, Potters M and Sornette D 1996 Preprint cond-mat/9607120.
-
Preprint
-
-
Arneodo, A.1
Bouchaud, J.-P.2
Cont, R.3
Muzy, J.-F.4
Potters, M.5
Sornette, D.6
-
30
-
-
85024000834
-
-
unpublished report
-
The distribution of individual S&P stock volatilities is also found to be nearly log-normal; Science & Finance 2000 unpublished report.
-
(2000)
Science & Finance
-
-
-
36
-
-
85023970225
-
Scaling transformation and probability distributions for financial time series
-
cond-mat/9905169
-
Brachet M-E, Taflin E and Tcheou J M 1999 Scaling transformation and probability distributions for financial time series Preprint cond-mat/9905169
-
(1999)
Preprint
-
-
Brachet, M.-E.1
Taflin, E.2
Tcheou, J.M.3
-
43
-
-
85024080421
-
Population dynamics in a random environment
-
cond-mat/0005187
-
Giardina I, Bouchaud J-P and Mezard M 2000 Population dynamics in a random environment Preprint cond-mat/0005187
-
(2000)
Preprint
-
-
Giardina, I.1
Bouchaud, J.-P.2
Mezard, M.3
-
45
-
-
0004179594
-
-
Princeton, NJ: Princeton University Press)
-
Schiller R 2000 Irrational Exuberance (Princeton, NJ: Princeton University Press).
-
(2000)
Irrational Exuberance
-
-
Schiller, R.1
-
47
-
-
0003720771
-
Market force, ecology and evolution
-
adap-org/9812005
-
Farmer J D 1998 Market force, ecology and evolution Preprint adap-org/9812005
-
(1998)
Preprint
-
-
Farmer, J.D.1
-
50
-
-
85023975153
-
Market fluctuations, multiplicative and percolation models, size effects and predictions
-
cond-mat/9909439 and references therein
-
Sornette D, Stauffer D and Takayasu H 1999 Market fluctuations, multiplicative and percolation models, size effects and predictions Preprint cond-mat/9909439 and references therein
-
(1999)
Preprint
-
-
Sornette, D.1
Stauffer, D.2
Takayasu, H.3
-
51
-
-
85023962105
-
A microsimulation of traders activity in the stock market: The role of heterogeneity, agents’ interactions and trade frictions
-
adap-org/9905005
-
Iori G 1999 A microsimulation of traders activity in the stock market: the role of heterogeneity, agents’ interactions and trade frictions Preprint adap-org/9905005
-
(1999)
Preprint
-
-
Iori, G.1
-
58
-
-
0031161236
-
-
Muller U A, Dacorogna M M, Davé R, Olsen R B and Pictet O V 1997 J. Empirical Finance 4 213
-
(1997)
J. Empirical Finance
, vol.4
, pp. 213
-
-
Muller, U.A.1
Dacorogna, M.M.2
Davé, R.3
Olsen, R.B.4
Pictet, O.V.5
-
59
-
-
0033545290
-
-
IJTAF to appear (December 2000)
-
Lux T and Marchesi M 1999 Nature 397 498 IJTAF to appear (December 2000)
-
(1999)
Nature
, vol.397
, pp. 498
-
-
Lux, T.1
Marchesi, M.2
-
61
-
-
85024061045
-
Modeling market mechanisms with minority game
-
cond-mat/9909265 (and references therein)
-
Challet D, Marsili M and Zhang Y C 1999 Modeling market mechanisms with minority game Preprint cond-mat/9909265 (and references therein)
-
(1999)
Preprint
-
-
Challet, D.1
Marsili, M.2
Zhang, Y.C.3
|