# Elsevier

# Physica A: Statistical Mechanics and its Applications

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### 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