An edition of Introduction to econophysics
(1999)
Introduction to econophysics
correlations and complexity in finance
by Rosario N. Mantegna, Rosario N. Mantegna, and H. Eugene Stanley
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Subjects
Finance, Statistical methods, Mathematical models, Statistical physics, Econometrics, Non-linear science, Science, Business / Economics / Finance, Science/Mathematics, Applied Sciences, Mathematical Physics, Business & Economics / Finance, Finance--Statistical methods, Science / Physics, Science : Applied Sciences, Science : Mathematical Physics, Physics| Edition | Availability |
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1
Introduction to Econophysics: Correlations and Complexity in Finance
2010, Cambridge University Press
in English
0511755767 9780511755767
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2
Introduction to econophysics: correlations and complexity in finance
2007
in English
0521039878 9780521039871
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3
Introduction to Econophysics: Correlations and Complexity in Finance
July 16, 2007, Cambridge University Press
Paperback
in English
- 1 edition
0521039878 9780521039871
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4
Introduction to Econophysics: Correlations and Complexity in Finance
2005, Cambridge University Press
in English
0511035020 9780511035029
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zzzz
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5
Introduction to Econophysics: Correlations and Complexity in Finance
2000, Cambridge University Press
in English
0511039948 9780511039942
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6
Introduction to Econophysics: Correlations and Complexity in Finance
1999, Cambridge University Press
in English
0511050267 9780511050268
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Book Details
Table of Contents
Introduction
Efficient market hypothesis
Random walk
Levy stochastic processes and limit theorems
Scales in financial data
Stationarity and time correlation
Time correlation in financial time series
Stochastic models of price dynamics
Scaling and its breakdown
ARCH and GARCH processes
Financial markets and turbulence
Correlation and anticorrelation between stocks
Taxonomy of a stock portfolio
Options in idealized markets
Options in real markets.
Edition Notes
This digitally printed version 2007.
Includes bibliographical references (p. 137-144) and index.
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- Created October 20, 2008
- 8 revisions
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| March 28, 2025 | Edited by ImportBot | Redacting ocaids |
| October 9, 2020 | Edited by ImportBot | import existing book |
| August 1, 2020 | Edited by ImportBot | import existing book |
| July 1, 2019 | Edited by MARC Bot | import existing book |
| October 20, 2008 | Created by ImportBot | Imported from bcl_marc record |