Printed from https://ideas.repec.org/s/arx/papers172.html
Content
1997
- cond-mat/9709141 From turbulence to financial time series
by B. Holdom - cond-mat/9709118 A Prototype Model of Stock Exchange
by G. Caldarelli & M. Marsili & Y. -C. Zhang - cond-mat/9708143 Volatility distribution in the S&P500 Stock Index
by Pierre Cizeau & Yanhui Liu & Martin Meyer & C. -K. Peng & H. Eugene Stanley - cond-mat/9708018 Wealth Distributions in Models of Capital Exchange
by S. Ispolatov & P. L. Krapivsky & S. Redner - cond-mat/9708012 Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet''
by A. Arneodo & J. -F. Muzy & D. Sornette - cond-mat/9707042 Missing Information and Asset Allocation
by Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar - cond-mat/9706021 Correlations in Economic Time Series
by Yanhui Liu & Pierre Cizeau & Martin Meyer & Chung-Kang Peng & H. Eugene Stanley - cond-mat/9705087 Scaling in stock market data: stable laws and beyond
by Rama Cont & Marc Potters & Jean-Philippe Bouchaud - cond-mat/9705075 Scaling and correlation in financial data
by Rama Cont - cond-mat/9702085 Scaling behavior in economics: II. Modeling of company growth
by S. V. Buldyrev & L. A. N. Amaral & S. Havlin & H. Leschhorn & P. Maass & M. A. Salinger & H. E. Stanley & M. H. R. Stanley - cond-mat/9702082 Scaling behavior in economics: I. Empirical results for company growth
by L. A. N. Amaral & S. V. Buldyrev & S. Havlin & H. Leschhorn & P. Maass & M. A. Salinger & H. E. Stanley & M. H. R. Stanley