Physica A: Statistical Mechanics and its Applications
2007, Volume 383, Issue 1
- 43-48 Activity spectrum from waiting-time distribution
by Politi, Mauro & Scalas, Enrico
- 49-53 Fluctuations in time intervals of financial data from the view point of the Gini index
by Sazuka, Naoya & Inoue, Jun-ichi
- 54-58 On the origin of the Epps effect
by Tóth, Bence & Kertész, János
- 59-64 Stock market return distributions: From past to present
by Drożdż, S. & Forczek, M. & Kwapień, J. & Oświe¸cimka, P. & Rak, R.
- 65-70 Probability distribution function and multiscaling properties in the Korean stock market
by Lee, Kyoung Eun & Lee, Jae Woo
- 71-78 PID feedback controller used as a tactical asset allocation technique: The G.A.M. model
by Gandolfi, G. & Sabatini, A. & Rossolini, M.
- 79-84 The uniqueness of firm size distribution function from tent-shaped growth rate distribution
by Ishikawa, Atushi
- 85-89 Long-memory in an order-driven market
by LeBaron, Blake & Yamamoto, Ryuichi
- 90-95 Correlation of coming limit price with order book in stock markets
by Maskawa, Jun-ichi
- 96-101 Correlation structures in short-term variabilities of stock indices and exchange rates
by Nakamura, Tomomichi & Small, Michael
- 102-107 Regional business cycle synchronization through expectations
by Onozaki, Tamotsu & Yanagita, Tatsuo & Kaizoji, Taisei & Toyabe, Kazutaka
- 108-114 What drives Hong Kong's residential property market—A Markov switching present value model
by Xiao, Qin
- 115-119 Theoretical analysis of potential forces in markets
by Takayasu, Misako & Mizuno, Takayuki & Takayasu, Hideki
- 120-124 A mathematical definition of the financial bubbles and crashes
by Watanabe, Kota & Takayasu, Hideki & Takayasu, Misako
- 125-133 Adaptive use of technical indicators for the prediction of intra-day stock prices
by Tanaka-Yamawaki, Mieko & Tokuoka, Seiji
- 134-138 Networks of companies and branches in Poland
by Chmiel, Anna M. & Sienkiewicz, Julian & Suchecki, Krzysztof & Hołyst, Janusz A.
- 139-146 Deterministic factors of stock networks based on cross-correlation in financial market
by Eom, Cheoljun & Oh, Gabjin & Kim, Seunghwan
- 147-151 Spectral and network methods in the analysis of correlation matrices of stock returns
by Heimo, Tapio & Saramäki, Jari & Onnela, Jukka-Pekka & Kaski, Kimmo
- 152-157 Spatial characteristics of joint application networks in Japanese patents
by Inoue, Hiroyasu & Souma, Wataru & Tamada, Schumpeter
- 158-163 Do larger firms have more interfirm relationships?
by Saito, Yukiko Umeno & Watanabe, Tsutomu & Iwamura, Mitsuru
- 164-168 Analysis of Japanese banks’ historical tree diagram
by Ueno, Hiromichi & Mizuno, Takayuki & Takayasu, Misako
2007, Volume 382, Issue 2
- 359-377 Fractal growth of deposited films in tokamaks
by Budaev, Viacheslav Petrovich & Khimchenko, Leonid N.
- 378-388 On the theory of rheological properties of magnetic suspensions
by Yu Zubarev, A. & Yu Iskakova, L.
- 389-404 Viscous potential flow analysis of Kelvin–Helmholtz instability with mass transfer and vaporization
by Asthana, Rishi & Agrawal, G.S.
- 405-414 Entropic and conformational study of isolated double-tethered chains by three-dimensional lattice simulations
by Shida, Kazuhito & Kasuya, Atsuo & Kawazoe, Yoshiyuki
- 415-422 Stochastic resonance in linear system driven by multiplicative and additive noise
by Ning, Lijuan & Xu, Wei
- 423-429 Coherence and stochastic resonance in a delayed bistable system
by Jin, Yanfei & Hu, Haiyan
- 430-438 Transient solution of a random walk with chemical rule
by Tarabia, A.M.K. & El-Baz, A.H.
- 439-444 Periodical cicadas: A minimal automaton model
by de O. Cardozo, Giovano & de A.M.M. Silvestre, Daniel & Colato, Alexandre
- 445-452 A comment on the paper “Stochastic feedback, nonlinear families of Markov processes, and nonlinear Fokker–Planck equations” by T.D. Frank
by McCauley, Joseph L.
- 453-464 A mini-tutorial on measure-valued Markov processes and nonlinear martingale problems—As a reply to McCauley's comment
by Frank, T.D.
- 465-472 Generalized entropy optimization problems and the existence of their solutions
by Shamilov, Aladdin
- 473-486 Kinetic, time irreversible evolution of the unstable π±-meson
by Shirmovsky, S.Eh.
- 487-493 Darboux transformations for the isospectral and nonisospectral mKP equation
by Deng, Shu-fang
- 494-501 Phase properties of new even and odd nonlinear coherent states
by Meng, Xiang-Guo & Wang, Ji-Suo & Liang, Bao-Long
- 502-522 Finite difference lattice Boltzmann method with arbitrary specific heat ratio applicable to supersonic flow simulations
by Watari, Minoru
- 523-530 Extremum complexity distribution of a monodimensional ideal gas out of equilibrium
by Calbet, Xavier & López-Ruiz, Ricardo
- 531-536 Phase transition in a three-states reaction–diffusion system
by Jafarpour, F.H. & Ghavami, B.
- 537-548 Scattering problem with nonlocal separable potential of rank-two: Application to statistical mechanics
by Tahmasbi, Nader & Maghari, Ali
- 549-556 Classification of spontaneous EEG signals in migraine
by Bellotti, R. & De Carlo, F. & de Tommaso, M. & Lucente, M.
- 557-564 Equity prices as a simple harmonic oscillator with noise
by Ataullah, Ali & Tippett, Mark
- 565-576 Random matrix theory and fund of funds portfolio optimisation
by Conlon, T. & Ruskin, H.J. & Crane, M.
- 577-585 Volatilities, traded volumes, and the hypothesis of price increments in derivative securities
by Lim, Gyuchang & Kim, SooYong & Scalas, Enrico & Kim, Kyungsik
- 586-596 Statistical techniques analysis of SST and SLP in the Persian Gulf
by Hassanzadeh, S. & Kiasatpour, A. & Hosseinibalam, F.
- 597-615 The elliptical dimension of space-time atmospheric stratification of passive admixtures using lidar data
by Radkevich, A. & Lovejoy, S. & Strawbridge, K. & Schertzer, D.
- 616-630 Life-space foam: A medium for motivational and cognitive dynamics
by Ivancevic, Vladimir & Aidman, Eugene
- 631-642 Cellular automaton model for evacuation process with obstacles
by Varas, A. & Cornejo, M.D. & Mainemer, D. & Toledo, B. & Rogan, J. & Muñoz, V. & Valdivia, J.A.
- 643-649 Scaling laws and the modern city
by Isalgue, Antonio & Coch, Helena & Serra, Rafael
- 650-664 Quantum game theory and open access publishing
by Hanauske, Matthias & Bernius, Steffen & Dugall, Berndt
- 665-671 A directed network of Greek and Roman mythology
by Choi, Yeon-Mu & Kim, Hyun-Joo
- 672-682 Synchronization-based approach for parameters identification in delayed chaotic neural networks
by Lu, Jianquan & Cao, Jinde
- 683-692 Exploring the origins of the power-law properties of energy landscapes: An egg-box model
by Massen, Claire P. & Doye, Jonathan P.K. & Nash, Rupert W.
- 693-703 Empirical analysis of a scale-free railway network in China
by Li, W. & Cai, X.
- 704-714 On competitive relationship networks: A new method for industrial competition analysis
by Yang, Jianmei & Lu, Lvping & Xie, Wangdan & Chen, Guanrong & Zhuang, Dong
- 715-721 Epidemic spreading on uncorrelated heterogenous networks with non-uniform transmission
by Wang, Jia-zeng & Liu, Zeng-rong & Xu, Jianhua
- 722-730 Improving consensus and synchronizability of networks of coupled systems via adding links
by Xu, Degang & Li, Yanjun & Wu, Tie-Jun
- 731-738 Tuning degree distributions: Departing from scale-free networks
by Leary, C.C. & Schwehm, M. & Eichner, M. & Duerr, H.P.
- 739-752 Emergence of the self-similar property in gene expression dynamics
by Ochiai, T. & Nacher, J.C. & Akutsu, T.
- 753-764 Entanglement dynamics of qubits in a common environment
by An, Jun-Hong & Wang, Shun-Jin & Luo, Hong-Gang
2007, Volume 382, Issue 1
- 1-8 Detecting the traders’ strategies in minority–majority games and real stock-prices
by Alfi, V. & De Martino, A. & Pietronero, L. & Tedeschi, A.
- 9-15 Detrending moving average algorithm: A closed-form approximation of the scaling law
by Arianos, Sergio & Carbone, Anna
- 16-21 Clusters or networks of economies? A macroeconomy study through Gross Domestic Product
by Ausloos, M. & Lambiotte, R.
- 22-28 Bayesian Networks for enterprise risk assessment
by Bonafede, C.E. & Giudici, P.
- 29-35 The demise of constant price impact functions and single-time step models of speculation
by Challet, Damien
- 36-41 Ideal-gas-like market models with savings: Quenched and annealed cases
by Chatterjee, Arnab & Chakrabarti, Bikas K.
- 42-51 A natural value unit—Econophysics as arbiter between finance and economics
by Defilla, Steivan
- 52-57 Contagion effects in a chartist–fundamentalist model with time delays
by Dibeh, Ghassan
- 58-65 On the integrated behaviour of non-stationary volatility in stock markets
by Dionisio, Andreia & Menezes, Rui & Mendes, Diana A.
- 66-72 The dynamics of traded value revisited
by Eisler, Zoltán & Kertész, János
- 73-80 Asymmetric conditional volatility in international stock markets
by Ferreira, Nuno B. & Menezes, Rui & Mendes, Diana A.
- 81-88 A unified econophysics explanation for the power-law exponents of stock market activity
by Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki & Stanley, Eugene
- 89-97 Reflections on modern macroeconomics: Can we travel along a safer road?
by Gaffeo, E. & Catalano, M. & Clementi, F. & Delli Gatti, D. & Gallegati, M. & Russo, A.
- 98-113 Price forecast in the competitive electricity market by support vector machine
by Gao, Ciwei & Bompard, Ettore & Napoli, Roberto & Cheng, Haozhong
- 114-120 Modeling long-range memory trading activity by stochastic differential equations
by Gontis, V. & Kaulakys, B.
- 121-128 Non-parametric extraction of implied asset price distributions
by Healy, Jerome V. & Dixon, Maurice & Read, Brian J. & Cai, Fang Fang
- 129-137 Effective history length of the minority game
by Hung, Chia-Hsiang & Liaw, Sy-Sang
- 138-148 Response of firm agent network to exogenous shock
by Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei
- 149-171 Self-consistent asset pricing models
by Malevergne, Y. & Sornette, D.
- 172-178 Stock price fluctuations and the mimetic behaviors of traders
by Maskawa, Jun-ichi
- 179-186 Delayed information flow effect in economy systems. An ACP model study
by Miśkiewicz, Janusz & Ausloos, M.
- 187-192 Analysis of price diffusion in financial markets using PUCK model
by Mizuno, Takayuki & Takayasu, Hideki & Takayasu, Misako
- 193-198 Medium and small-scale analysis of financial data
by Nawroth, Andreas P. & Peinke, Joachim
- 199-208 Topology of foreign exchange markets using hierarchical structure methods
by Naylor, Michael J. & Rose, Lawrence C. & Moyle, Brendan J.
- 209-212 Market efficiency in foreign exchange markets
by Oh, Gabjin & Kim, Seunghwan & Eom, Cheoljun
- 213-218 Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model
by Perelló, Josep
- 219-227 Stylized facts in internal rates of return on stock index and its derivative transactions
by Pichl, Lukáš & Kaizoji, Taisei & Yamano, Takuya
- 228-234 Geometry of financial markets—Towards information theory model of markets
by Piotrowski, Edward W. & Sładkowski, Jan
- 235-246 On the maximum drawdown during speculative bubbles
by Rotundo, Giulia & Navarra, Mauro
- 247-257 Asset price dynamics in a financial market with heterogeneous trading strategies and time delays
by Sansone, Alessandro & Garofalo, Giuseppe
- 258-270 Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach
by Sato, Aki-Hiro
- 271-277 A mechanism to derive multi-power law functions: An application in the econophysics framework
by Scarfone, A.M.
- 278-285 Stochastic volatility of financial markets as the fluctuating rate of trading: An empirical study
by Silva, A. Christian & Yakovenko, Victor M.
- 286-301 Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance
by Stanley, H.E. & Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki
- 302-310 Periodic attractors of random truncator maps
by Theodosopoulos, Ted & Boyer, Robert
- 311-320 Hitting time distributions in financial markets
by Valenti, Davide & Spagnolo, Bernardo & Bonanno, Giovanni
- 321-329 Stochastic model for market stocks with floors
by Villarroel, Javier
- 330-335 Analysis of a Japan government intervention on the domestic agriculture market
by Vitanov, Nikolay K. & Sakai, Kenshi & Jordanov, Ivan P. & Managi, Shunsuke & Demura, Katsuhiko
- 336-339 Extracting the exponential behaviors in the market data
by Watanabe, Kota & Takayasu, Hideki & Takayasu, Misako
- 340-346 Characterization of foreign exchange market using the threshold-dealer-model
by Yamada, Kenta & Takayasu, Hideki & Takayasu, Misako
- 347-353 The matrix rate of return
by Zambrzycka, Anna & Piotrowski, Edward W.
2007, Volume 381, Issue C
- 1-7 Hermite–Padé approximation approach to steady flow of a liquid film with adiabatic free surface along an inclined heat plate
by Makinde, O.D.
- 8-21 Numerical analysis of relativistic shock layer problem by using relativistic Boltzmann–kinetic equations
by Yano, Ryosuke & Suzuki, Kojiro & Kuroda, Hisayasu
- 22-38 Particle–wall collision statistics in the open circular billiard
by Stilck, Jürgen F.
- 39-46 Collective behavior of self-propelling particles with kinematic constraints: The relation between the discrete and the continuous description
by Ratushnaya, V.I. & Bedeaux, D. & Kulinskii, V.L. & Zvelindovsky, A.V.
- 47-61 Wavefront propagation for a class of degenerate reaction–diffusion equation
by Chen, Zhiwei
- 62-70 Generalized equations for the transport coefficients of electrons and phonons
by Rossani, Alberto
- 71-81 Parameter estimation for random dynamical systems using slice sampling
by Hatjispyros, S.J. & Nicoleris, Theodoros & Walker, Stephen G.
- 82-92 Exponential synchronization of nonlinear coupled dynamical networks with a delayed coupling
by Liu, Xiwei & Chen, Tianping
- 93-103 Delay-dependent stability for uncertain stochastic neural networks with time-varying delay
by Huang, He & Feng, Gang
- 104-115 Exact solutions of some nonlinear partial differential equations
by Inan, Ibrahim E. & Kaya, Dogan
- 116-142 Investigation of continuous-time quantum walk on root lattice An and honeycomb lattice
by Jafarizadeh, M.A. & Sufiani, R.
- 143-147 On the non-Boltzmannian nature of quasi-stationary states in long-range interacting systems
by Tsallis, Constantino & Rapisarda, Andrea & Pluchino, Alessandro & Borges, Ernesto P.
- 148-154 Non-extensive block entropy statistics of Cantor fractal sets
by Provata, A.
- 155-163 Properties of the “non-extensive Gaussian” entropy
by Oikonomou, Th.
- 164-169 Multiparty quantum secret sharing with pure entangled states and decoy photons
by Zhou, Ping & Li, Xi-Han & Liang, Yu-Jie & Deng, Fu-Guo & Zhou, Hong-Yu
- 170-188 A natural normalization for the eigenstates of a Hamiltonian with continuous spectrum
by Murgida, Gustavo & Castagnino, Mario
- 189-201 The spin-32 bilayer Bethe lattice with crystal field
by Albayrak, Erhan & Yilmaz, Saban & Akkaya, Seyma
- 202-212 Statics and dynamics of the Lebwohl–Lasher model in the Bethe approximation
by Skantzos, N.S. & Hatchett, J.P.L.
- 213-229 Consistent account of force correlations in a many-particle derivation of non-Markovian kinetic equations for chemical reactions in solutions
by Doktorov, A.B. & Kadetov, A.A. & Kipriyanov, A.A.
- 230-238 Model for estimation of critical packing density in polydisperse hard-disk packings
by Jalali, P. & Li, M.
- 239-254 Computational modelling of the stochastic dynamics of kinesin biomolecular motors
by Jamali, Y. & Lohrasebi, A. & Rafii-Tabar, H.
- 255-264 Frequency-dependent selection in a periodic environment
by Forster, Robert & Wilke, Claus O.
- 265-272 Genetic code on the diadic plane
by Khrennikov, A.Yu. & Kozyrev, S.V.
- 273-284 Diagnosing osteoporosis: A new perspective on estimating bone density
by Cassia-Moura, R. & Ramos, A.D. & Sousa, C.S. & Nascimento, T.A.S. & Valença, M.M. & Coelho, L.C.B.B. & Melo, S.B.
- 285-316 Pricing American options for interest rate caps and coupon bonds in quantum finance
by Baaquie, Belal E. & Liang, Cui
- 317-328 A dynamical stochastic coupled model for financial markets
by Govindan, T.E. & Ibarra-Valdez, Carlos & Ruiz de Chávez, J.
- 329-337 An alternative method to measure the likelihood of a financial crisis in an emerging market
by Özlale, Ümit & Metin-Özcan, Kıvılcım
- 338-342 Empirical estimation of consistency parameter in intertemporal choice based on Tsallis’ statistics
by Takahashi, Taiki & Oono, Hidemi & Radford, Mark H.B.
- 343-350 Scale invariant distribution and multifractality of volatility multipliers in stock markets
by Jiang, Zhi-Qiang & Zhou, Wei-Xing
- 351-365 The scope of the LeChatelier Principle
by Lady, George M. & Quirk, James P.
- 366-376 The role of inflexible minorities in the breaking of democratic opinion dynamics
by Galam, Serge & Jacobs, Frans
- 377-382 A common mode of origin of power laws in models of market and earthquake
by Bhattacharyya, Pratip & Chatterjee, Arnab & Chakrabarti, Bikas K.
- 383-398 An algorithm for the characterization of time-series based on local regularity
by Loutridis, S.J.
- 399-406 Study on stability and energy consumption in typical car-following models
by Wei, Shi & Yu, Xue
- 407-410 Non-random components in aircraft accidents time series
by Telesca, Luciano & Lovallo, Michele
- 411-419 Modeling traffic on crossroads
by Wastavino, L.A. & Toledo, B.A. & Rogan, J. & Zarama, R. & Muñoz, V. & Valdivia, J.A.
- 420-430 A new nonlinear quantizer for image processing within nonextensive statistics
by Kilic, Ilker & Kayacan, Ozhan
- 431-443 An estimation of the input conductivity characteristic of some resistive (percolation) structures composed of elements having a two-term polynomial characteristic
by Gluskin, Emanuel
- 444-456 Fingerprinting networks: Correlations of local and global network properties
by Jungsbluth, Magnus & Burghardt, Bernd & Hartmann, Alexander K.
- 457-466 Projective synchronization in drive-response dynamical networks
by Hu, Manfeng & Yang, Yongqing & Xu, Zhenyuan & Zhang, Rong & Guo, Liuxiao
- 467-472 Simulating the wealth distribution with a Richest-Following strategy on scale-free network
by Hu, Mao-Bin & Jiang, Rui & Wu, Qing-Song & Wu, Yong-Hong
- 473-481 Organizations of rich nodes in complex networks
by Zhao, H. & Gao, Z.Y.
- 482-490 An optimal algorithm for counting network motifs
by Itzhack, Royi & Mogilevski, Yelena & Louzoun, Yoram
- 491-496 Dynamical behaviors of epidemics on scale-free networks with community structure
by Sun, H.J. & Gao, Z.Y.
- 497-514 Disaster management in power-law networks: Recovery from and protection against intentional attacks
by Rezaei, Behnam A. & Sarshar, Nima & Roychowdhury, Vwani P. & Boykin, P. Oscar
- 515-524 Clustering coefficients of growing networks
by Shi, Dinghua & Zhu, Stuart X. & Liu, Liming
- 525-531 Time-cumulative scale-free networks without both growth and preferential attachment
by Han, Xiao-Pu & Xie, Yan-Bo
2007, Volume 380, Issue C
- 1-18 Autocorrelation versus entropy-based autoinformation for measuring dependence in random signal
by Chapeau-Blondeau, François
- 19-26 A percolation study of electrical properties of reservoir rocks
by Wang, Ke-Wen & Sun, Jian-Meng & Guan, Ji-Teng & Zhu, Da-Wei
- 27-35 Diffusion anomaly in an associating lattice gas model
by Szortyka, Marcia M. & Barbosa, Marcia C.
- 36-42 Entropic lattice Boltzmann method beyond Navier–Stokes
by Szalmás, L.
- 43-60 Phase transitions of barotropic flow coupled to a massive rotating sphere—Derivation of a fixed point equation by the Bragg method
by Lim, Chjan C. & Singh Mavi, Rajinder
- 61-65 Note on the relativistic reaction rate coefficient
by Kremer, G.M.
- 66-74 Laminated wave turbulence: Generic algorithms iii
by Kartashova, Elena & Kartashov, Alexey
- 75-97 1/f Noise decomposition in random telegraph signals using the wavelet transform
by Principato, Fabio & Ferrante, Gaetano
- 98-108 Investigation of global solar magnetic field by computational topology methods
by Makarenko, N.G. & Karimova, L.M. & Novak, M.M.
- 109-114 Generalized Boltzmann factors and the maximum entropy principle: Entropies for complex systems
by Hanel, Rudolf & Thurner, Stefan
- 115-162 From Ginzburg–Landau to Hilbert–Einstein via Yamabe
by Kholodenko, Arkady L. & Ballard, Ethan E.
- 163-171 Yang–Lee circle theorem for an ideal pseudospin-1/2 Bose gas in an arbitrary external potential and in an external magnetic field
by Wang, Xian-Zhi
- 172-190 Fluctuation assisted diffusion through ion channels
by Abad, E. & Kozak, John J.
- 191-201 An analytical treatment of excitons in coupled three quantum dots and maximum entangled states generation
by Abdel-Aty, Mahmoud
- 202-210 On microscopic theory of spin-S Bose–Einstein condensate in a magnetic field
by Peletminskii, A.S. & Peletminskii, S.V. & Slyusarenko, Yu.V.
- 211-225 A semiclassical trace formula for the canonical partition function of one-dimensional systems
by Parisio, Fernando & de Aguiar, M.A.M.
- 226-234 Waves in a two-component model of galactic dynamo: Metastability and stochastic generation
by Fedotov, Sergei & Zubarev, Andrei
- 235-240 High-gain nonlinear observer for simple genetic regulation process
by Torres, L.A. & Ibarra-Junquera, V. & Escalante-Minakata, P. & Rosu, H.C.
- 241-249 Use of the Metropolis algorithm to simulate the dynamics of protein chains
by Tiana, G. & Sutto, L. & Broglia, R.A.
- 250-258 Long range correlations in the heart rate variability following the injury of cardiac arrest
by Tong, Shanbao & Jiang, Dineng & Wang, Ziming & Zhu, Yisheng & Geocadin, Romeryko G. & Thakor, Nitish V.
- 259-270 Possible biomechanical origins of the long-range correlations in stride intervals of walking
by Gates, Deanna H. & Su, Jimmy L. & Dingwell, Jonathan B.
- 271-277 Wealth distribution and Pareto's law in the Hungarian medieval society
by Hegyi, Géza & Néda, Zoltán & Augusta Santos, Maria
- 278-286 Convergence tests on tax burden and economic growth among China, Taiwan and the OECD countries
by Wang, David Han-Min
- 287-296 Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates
by Zhou, Wei-Xing & Sornette, Didier
- 297-306 Business cycles and monetary policy asymmetry: An investigation using Markov-switching models
by Tan, Siow-Hooi & Habibullah, Muzafar Shah
- 307-316 A new analysis of the effects of the Asian crisis of 1997 on emergent markets
by Mariani, M.C. & Liu, Y.
- 317-324 Long term economic relationships from cointegration maps
by Vicente, Renato & Pereira, Carlos de B. & Leite, Vitor B.P. & Caticha, Nestor
- 325-332 The Hurst exponent in energy futures prices
by Serletis, Apostolos & Rosenberg, Aryeh Adam
- 333-342 Anti-correlation and multifractal features of Spain electricity spot market
by Norouzzadeh, P. & Dullaert, W. & Rahmani, B.
- 343-350 Delta hedged option valuation with underlying non-Gaussian returns
by Moriconi, L.
- 351-356 Martingale option pricing
by McCauley, J.L. & Gunaratne, G.H. & Bassler, K.E.
- 357-365 Option pricing during post-crash relaxation times
by Dibeh, Ghassan & Harmanani, Haidar M.
- 366-376 On the volatility of volatility
by Hsu, Stephen D.H. & Murray, Brian M.
- 377-390 Fuzzy time-series based on Fibonacci sequence for stock price forecasting
by Chen, Tai-Liang & Cheng, Ching-Hsue & Jong Teoh, Hia
- 391-398 Evidence of increment of efficiency of the Mexican Stock Market through the analysis of its variations
by Coronel-Brizio, H.F. & Hernández-Montoya, A.R. & Huerta-Quintanilla, R. & Rodríguez-Achach, M.
- 399-410 Correlation study of the Athens Stock Exchange
by Garas, Antonios & Argyrakis, Panos
- 411-417 Insurance pricing in small size markets
by Darooneh, Amir H.
- 418-428 Music walk, fractal geometry in music
by Su, Zhi-Yuan & Wu, Tzuyin
- 429-438 An empirical non-parametric likelihood family of data-based Benford-like distributions
by Grendar, Marian & Judge, George & Schechter, Laura
- 439-446 Measuring large scale space perception in literary texts
by Rossi, Paolo
- 447-454 Time-correlations in marathon arrival sequences
by Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Dagdug, Leonardo
- 455-469 Reliability and sensitivity analysis of a system with multiple unreliable service stations and standby switching failures
by Ke, Jyh-Bin & Lee, Wen-Chiung & Wang, Kuo-Hsiung
- 470-480 Cellular automaton model for mixed traffic flow with motorcycles
by Meng, Jian-ping & Dai, Shi-qiang & Dong, Li-yun & Zhang, Jie-fang
- 481-489 Interactions of waves in the speed-gradient traffic flow model
by Tang, T.Q. & Huang, H.J. & Gao, Z.Y. & Wong, S.C.
- 490-502 Traffic mixing in deterministic two-lane model of Hurricane evacuation
by Tanaka, Katsunori & Nagatani, Takashi & Hanaura, Hirotoshi
- 503-511 Vehicular traffic through a sequence of green-wave lights
by Nagatani, Takashi
- 512-518 Volatilities and desires of the agent clusters drive together markets
by Dong, Linrong
- 519-527 Learning and equilibrium selection in a coordination game with heterogeneous agents
by Fogale, Alberto & Pellizzari, Paolo & Warglien, Massimo
- 528-538 Self-questioning games and ping-pong effect in the BA network
by Gao, Kun & Wang, Wen-Xu & Wang, Bing-Hong
- 539-551 Statistical properties and network structure of the marriage problem
by Bouzat, Sebastián & Zanette, Damián H.
- 552-562 Improvement of the robustness on geographical networks by adding shortcuts
by Hayashi, Yukio & Matsukubo, Jun
- 563-576 Synchronization of competitive neural networks with different time scales
by Lou, Xuyang & Cui, Baotong
- 577-584 Scaling laws of the network traffic flow
by Gao, Zi-You & Li, Ke-Ping & Li, Xin-Gang & Huang, Hai-Jun & Mao, Bao-Hua & Zheng, Jian-Feng