TitleEconophysics of stock and other markets : proceedings of the Econophys-Kolkata II
Author(s)Arnab Chatterjee (ed.);Bikas K Chakrabarti (ed.)
PublicationMilan, Springer-Verlag Italia, 2006.
Description1 online resource (xiii, 253 p.) : ill
Abstract Note"This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed."--Jacket
Contents NoteFront Matter; On Stock-Price Fluctuations in the Periods of Booms and Stagnations; An Outlook on Correlations in Stock Prices; The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics; A Random Matrix Approach To Volatility In An Indian Financial Market; Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?; Statistical Distribution of Stock Returns Runs; Fluctuation Dynamics of Exchange Rates on Indian Financial Market; Noise Trading in an Emerging Market: Evidence and Analysis
Notes"International Workshop on 'Econophysics of Stock Markets and Minority Games', held in Kolkata during February 14-17, 2006 ... This is the second event in the Econophys-Kolkata series of meetings;"--Pref. -Includes bibliographical references
Keyword(s)1. BUSINESS & ECONOMICS 2. EBOOK 3. EBOOK - SPRINGER 4. FINANCE 5. STATISTICAL PHYSICS
Item TypeeBook
Multi-Media Links
Please Click Here for the Online Book
Circulation Data
Accession#  Call#StatusIssued ToReturn Due On Physical Location
I00692     On Shelf