The European Physical Journal B

Open Access

Editorial

Special issue on Econophysics p. 471

M. Ausloos

Published online: 15 April 2001

DOI: 10.1007/s100510170225

• Abstract
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Extracting factors for interest rate scenarios p. 517

L. Molgedey and E. Galic

Published online: 15 April 2001

• Abstract
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The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market p. 573

B.H. Wang and P.M. Hui

Published online: 15 April 2001

• Abstract
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Forecast in foreign exchange markets p. 473

R. Baviera, M. Pasquini, M. Serva, D. Vergni and A. Vulpiani

Published online: 15 April 2001

DOI: 10.1007/s100510170226

• Abstract
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Value-at-risk prediction using context modeling p. 481

K. Denecker, S. Van Assche, J. Crombez, R. Vander Vennet and I. Lemahieu

Published online: 15 April 2001

DOI: 10.1007/s100510170227

• Abstract
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From market games to real-world markets p. 493

P. Jefferies, M. L. Hart, P. M. Hui and N. F. Johnson

Published online: 15 April 2001

DOI: 10.1007/s100510170228

• Abstract
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Empirical properties of the variety of a financial portfolio and the single-index model p. 503

F. Lillo and R. N. Mantegna

Published online: 15 April 2001

DOI: 10.1007/s100510170229

• Abstract
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Beliefs and stochastic modelling of interest rate scenario risk p. 511

E. Galic and L. Molgedey

Published online: 15 April 2001

DOI: 10.1007/PL00011107

• Abstract
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Power law distributions and dynamic behaviour of stock markets p. 523

P. Richmond

Published online: 15 April 2001

DOI: 10.1007/PL00011108

• Abstract
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Correlations in financial time series: established versus emerging markets p. 527

M. Bęben and A. Orłowski

Published online: 15 April 2001

DOI: 10.1007/s100510170233

• Abstract
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Observations of deterministic chaos in financial time series by recurrence plots, can one control chaotic economy? p. 531

J. A. Hołyst, M. Żebrowska and K. Urbanowicz

Published online: 15 April 2001

DOI: 10.1007/PL00011109

• Abstract
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False Euro (FEUR) exchange rate correlated behaviors and investment strategy p. 537

M. Ausloos and K. Ivanova

Published online: 15 April 2001

DOI: 10.1007/s100510170235

• Abstract
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Wavelet-based detection of coherent structures and self-affinity in financial data p. 543

B. J.W. Fleming, D. Yu, R. G. Harrison and D. Jubb

Published online: 15 April 2001

DOI: 10.1007/s100510170236

• Abstract
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Crowd-anticrowd theory of multi-agent market games p. 547

M. Hart, P. Jefferies, P. M. Hui and N. F. Johnson

Published online: 15 April 2001

DOI: 10.1007/s100510170237

• Abstract
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Risk analysis in investment appraisal based on the Monte Carlo simulation technique p. 551

A. Hacura, M. Jadamus-Hacura and A. Kocot

Published online: 15 April 2001

DOI: 10.1007/s100510170238

• Abstract
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Optimal trading from minimizing the period of bankruptcy risk p. 555

S. Liehr and K. Pawelzik

Published online: 15 April 2001

DOI: 10.1007/s100510170239

• Abstract
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Liquid markets and market liquids - Collective and single-asset dynamics in financial markets p. 561

G. Cuniberti and L. Matassini

Published online: 15 April 2001

DOI: 10.1007/s100510170240

• Abstract
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The volatility in a multi-share financial market model p. 565

A. Ponzi

Published online: 15 April 2001

DOI: 10.1007/s100510170241

• Abstract
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Rules extraction in short memory time series using genetic algorithms p. 569

L. Y. Fong and K. Y. Szeto

Published online: 15 April 2001

DOI: 10.1007/PL00011110

• Abstract
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The prediction of periods of high volatility in exchange markets p. 581

C. Windsor and A. Thyagaraja

Published online: 15 April 2001

DOI: 10.1007/PL00011111

• Abstract
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Evidence for the exponential distribution of income in the USA p. 585

A. Drăgulescu and V. M. Yakovenko

Published online: 15 April 2001

DOI: 10.1007/PL00011112

• Abstract
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Economic mapping to the renormalization group scaling of stock markets p. 591

E. Canessa

Published online: 15 April 2001

DOI: 10.1007/PL00011113

• Abstract
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Beyond Black-Scholes: semimartingales and Lévy processes for option pricing p. 595

S. Galluccio

Published online: 15 April 2001

DOI: 10.1007/s100510170247

• Abstract
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Power, Lévy, exponential and Gaussian-like regimes in autocatalytic financial systems p. 601

Z. F. Huang and S. Solomon

Published online: 15 April 2001

DOI: 10.1007/PL00011114

• Abstract
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Self-similar approach to market analysis p. 609

V. I. Yukalov

Published online: 15 April 2001

DOI: 10.1007/PL00011115

• Abstract
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Transition from coherence to bistability in a model of financial markets p. 619

R. D'Hulst and G. J. Rodgers

Published online: 15 April 2001

DOI: 10.1007/s100510170250

• Abstract
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