TitleEmpirical Science of Financial Fluctuations : The Advent of Econophysics
Author(s)Takayasu, Hideki
PublicationTokyo, Springer Japan, 2002.
DescriptionX, 352 p : online resource
Abstract NoteFinancial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions. This volume is the proceedings of a workshop at which leading international researchers in this discipline discussed their most recent results and examined the validity of the empirical laws of econophysics. Topics include stock market prices and foreign exchange rates, income distribution, market anomalies, and risk management. The papers herein relate econophysics to other models, present new models, and illustrate the mechanisms by which financial fluctuations occur using actual financial data. Containing the most recent econophysics results, this volume will serve as an indispensable reference for economic theorists and practitioners alike
ISBN,Price9784431669937
Keyword(s)1. COMPLEX SYSTEMS 2. DYNAMICAL SYSTEMS 3. EBOOK 4. EBOOK - SPRINGER 5. FINANCE 6. Finance, general 7. STATISTICAL PHYSICS 8. Statistical Physics and Dynamical Systems 9. Statistics for Business, Management, Economics, Finance, Insurance 10. Statistics??
Item TypeeBook
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Accession#  Call#StatusIssued ToReturn Due On Physical Location
I11435     On Shelf