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1.
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Introduction
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ps.gz
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pdf
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2.
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Rama Cont,
Beyond Implied Volatility: Extracting information from options prices
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pp. 1
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ps.gz
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pdf
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3.
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R. N. Mantegna,
Cross-correlation between stock prices in financial
markets -
Basic Instructions
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pp. 27
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ps.gz
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pdf
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4.
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N.Vandewalle and M.Ausloos, Ph. Boveroux,
Detrended fluctuation analysis of the foreign exchange
market
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pp. 36
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ps.gz
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pdf
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5.
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Yanhui Liu, Pierre Cizeau, Parameswaran Gopikrishnan, Martin Meyer,
C.-K. Peng, H. Eugene Stanley,
Volatility Studies of the S& P 500 Index
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pp. 50
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ps.gz
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pdf
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6.
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J. Rotyis, G. Vattay,
Statistical analysis of the stock index of the Budapest Stock Exchange
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pp. 65
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ps.gz
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pdf
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7.
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Gilles Zumbach,
Considering Time as the random variable:
a new point of view for studying financial time series
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pp. 73
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ps.gz
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pdf
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8.
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Wolfgang Breymann, Shoaleh Ghashghaie,
Hierarchical Structures in
Financial Markets: A "Turbulent Approach" to Stochastic Volatility
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pp. 92
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ps.gz
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pdf
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9.
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R. Chatagny, B. Chopard,
A microscopic model of the Foreign Exchange market
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pp. 106
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ps.gz
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pdf
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10.
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K. Ilinski,
Gauge Physics of Finance
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pp. 121
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ps.gz
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pdf
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11.
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Hideki Takayasu, Aki-Hiro Sato, Misako Takayasu,
Power law behavior in dynamic numerical
models of stock market prices
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pp. 140
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ps.gz
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pdf
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12.
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H. Eugene Stanley, Luis A. N. Amaral, Sergey V. Buldyrev, Shlomo Havlin
Timothy H. Keitt, Hernan A. Makse, Gandhi Viswanathan,
Scale-Invariant Correlations in the Social Sciences
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pp. 150
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ps.gz
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pdf
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13.
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Luis A. Nunes Amaral, Sergey V. Buldyrev, Shlomo Havlin, Michael A.
Salinger, H. Eugene Stanley,
Modeling Scaling Behavior in the Growth
Dynamics of Organizations
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pp. 158
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ps.gz
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pdf
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14.
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G. Weisbuch, J.-P. Nadal, O. Chenevez, A. Kirman,
Market organisation
and trading relationships
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pp. 175
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ps.gz
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pdf
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15.
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Matteo Marsili, Yi-Cheng Zhang,
Stochastic dynamics in game theory
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pp. 206
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ps.gz
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pdf
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16.
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Sorin Solomon, Abraham Agay,
Power-Laws and Scaling in the Generalized Lotka-Volterra (GLV) Model
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pp. 231
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ps.gz
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pdf
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17.
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Esther Alexander, Shlomo Alexander,
How the Dynamics of The Free
Market Creates Inflation and Unemployment: a Stability Analysis
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pp. 242
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ps.gz
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pdf
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18.
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Esther Alexander,
An income redistribution theory of inflation and
unemployment
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pp. 254
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ps.gz
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pdf
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19.
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Vivek S. Borkar, Sanjay Jain, Govindan Rangarajan,
Collective behaviour
and diversity in economic communities: Some insights from an evolutionary
game
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pp. 267
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ps.gz
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pdf
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20.
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S. Galam,
Spontaneous coalition forming: A Model from spin glasses
Eastern
Europe post cold war instabilities
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pp. 280
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ps.gz
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pdf
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21.
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W. Ebeling, Karmeshu, A. Scharnhorst,
Economic and Technological
Search Processes in a Complex Adaptive Landscape
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pp. 293
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pdf
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22.
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F. Mainardi, P. Paradisi, R. Gorenflo,
Probability Distributions
Generated by Fractional Diffusion Equations
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pp. 312
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pdf
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23.
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Subject Index
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pp. 351
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