Cover Image

Empirical science of financial fluctuations : the advent of econophysics /

Show other versions (1)

Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase t...

Full description

Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Takayasu, Hideki, 1958-
Format: eBook
Language:English
Published: Japan ; New York : Springer, [2002]
Subjects:
Finance > Statistical methods > Congresses.
Finance > Mathematical models > Congresses.
Statistical physics > Congresses.
Financial crises > Congresses.
Finanzmathematik.
Kongress.
Statistische Physik.
Finance > Mathematical models.
Finance > Statistical methods.
Financial crises.
Statistical physics.
Electronic books.
Tokio (2000)
Conference proceedings.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Part 1. Empirical Facts of Financial Market Fluctuations: Basic Market Statistics. Cross-Correlations. Market Anomalies
  • Part 2. Various Approaches to Financial Markets: Agent-Based Modeling. Stochastic Modeling. Prediction and Investment Strategy
  • Part 3. Other Topics: Relation to Economic Theories. Corporate and Individual Statistics.