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Table of contents of journal: *Physica A : Theoretical and statistical physics

Results: 101-125/4742

Authors: Sornette, D Malevergne, Y
Citation: D. Sornette et Y. Malevergne, From rational bubbles to crashes, PHYSICA A, 299(1-2), 2001, pp. 40-59

Authors: Bouchaud, JP Potters, M
Citation: Jp. Bouchaud et M. Potters, More stylized facts of financial markets: leverage effect and downside correlations, PHYSICA A, 299(1-2), 2001, pp. 60-70

Authors: Roehner, BM
Citation: Bm. Roehner, Two classes of speculative peaks, PHYSICA A, 299(1-2), 2001, pp. 71-83

Authors: Bacry, E Delour, J Muzy, JF
Citation: E. Bacry et al., Modelling financial time series using multifractal random walks, PHYSICA A, 299(1-2), 2001, pp. 84-92

Authors: Marsili, M
Citation: M. Marsili, Market mechanism and expectations in minority and majority games, PHYSICA A, 299(1-2), 2001, pp. 93-103

Authors: Zhang, YC
Citation: Yc. Zhang, Happier world with more information, PHYSICA A, 299(1-2), 2001, pp. 104-120

Authors: Kullmann, L Kertesz, J
Citation: L. Kullmann et J. Kertesz, Preferential growth: solution and application to modeling stock market, PHYSICA A, 299(1-2), 2001, pp. 121-126

Authors: Amaral, LAN Gopikrishnan, P Plerou, V Stanley, HE
Citation: Lan. Amaral et al., A model for the growth dynamics of economic organizations, PHYSICA A, 299(1-2), 2001, pp. 127-136

Authors: Gopikrishnan, P Plerou, V Gabaix, X Amaral, LAN Stanley, HE
Citation: P. Gopikrishnan et al., Price fluctuations and market activity, PHYSICA A, 299(1-2), 2001, pp. 137-143

Authors: Drozdz, S Kwapien, J Grummer, F Ruf, F Speth, J
Citation: S. Drozdz et al., Quantifying the dynamics of financial correlations, PHYSICA A, 299(1-2), 2001, pp. 144-153

Authors: Ivanov, PC Podobnik, B Lee, Y Stanley, HE
Citation: Pc. Ivanov et al., Truncated Levy process with scale-invariant behavior, PHYSICA A, 299(1-2), 2001, pp. 154-160

Authors: Lillo, F Mantegna, RN
Citation: F. Lillo et Rn. Mantegna, Ensemble properties of securities traded in the NASDAQ market, PHYSICA A, 299(1-2), 2001, pp. 161-167

Authors: Romanovsky, M Oks, E
Citation: M. Romanovsky et E. Oks, Time intervals distribution of stock transactions and time correlation of stock indices in the model space, PHYSICA A, 299(1-2), 2001, pp. 168-174

Authors: Plerou, V Gopikrishnan, P Rosenow, B Amaral, LAN Stanley, HE
Citation: V. Plerou et al., Collective behavior of stock price movements - a random matrix theory approach, PHYSICA A, 299(1-2), 2001, pp. 175-180

Authors: Burda, Z Jurkiewicz, J Nowak, MA Papp, G Zahed, I
Citation: Z. Burda et al., Free random Levy variables and financial probabilities, PHYSICA A, 299(1-2), 2001, pp. 181-187

Authors: Solomon, S Richmond, P
Citation: S. Solomon et P. Richmond, Power laws of wealth, market order volumes and market returns, PHYSICA A, 299(1-2), 2001, pp. 188-197

Authors: Aleksiejuk, A Holyst, JA
Citation: A. Aleksiejuk et Ja. Holyst, A simple model of bank bankruptcies, PHYSICA A, 299(1-2), 2001, pp. 198-204

Authors: Iori, G Jafarey, S
Citation: G. Iori et S. Jafarey, Criticality in a model of banking crises, PHYSICA A, 299(1-2), 2001, pp. 205-212

Authors: Dragulescu, A Yakovenko, VM
Citation: A. Dragulescu et Vm. Yakovenko, Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States, PHYSICA A, 299(1-2), 2001, pp. 213-221

Authors: Johnson, NF Lamper, D Jefferies, P Hart, ML Howison, S
Citation: Nf. Johnson et al., Application of multi-agent games to the prediction of financial time series, PHYSICA A, 299(1-2), 2001, pp. 222-227

Authors: Challet, D Marsili, M Zhang, YC
Citation: D. Challet et al., Minority games and stylized facts, PHYSICA A, 299(1-2), 2001, pp. 228-233

Authors: Maslov, S Mills, M
Citation: S. Maslov et M. Mills, Price fluctuations from the order book perspective - empirical facts and asimple model, PHYSICA A, 299(1-2), 2001, pp. 234-246

Authors: Guimera, R Arenas, A Diaz-Guilera, A
Citation: R. Guimera et al., Communication and optimal hierarchical networks, PHYSICA A, 299(1-2), 2001, pp. 247-252

Authors: Reents, G Metzler, R Kinzel, W
Citation: G. Reents et al., A stochastic strategy for the minority game, PHYSICA A, 299(1-2), 2001, pp. 253-261

Authors: Cuniberti, G Porto, M Roman, HE
Citation: G. Cuniberti et al., Asset-asset interactions and clustering in financial markets, PHYSICA A, 299(1-2), 2001, pp. 262-267
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