Open Access
Editorial
Special issue on Econophysics p. 471
Published online: 15 April 2001
DOI: 10.1007/s100510170225
The European Physical Journal B
Volume 20 / No 4 (April II 2001)
Interdisciplinary Physics
Extracting factors for interest rate scenarios p. 517
Published online: 15 April 2001
The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market p. 573
Published online: 15 April 2001
Hydrodynamics
Forecast in foreign exchange markets p. 473
Published online: 15 April 2001
DOI: 10.1007/s100510170226
Value-at-risk prediction using context modeling p. 481
Published online: 15 April 2001
DOI: 10.1007/s100510170227
From market games to real-world markets p. 493
Published online: 15 April 2001
DOI: 10.1007/s100510170228
Empirical properties of the variety of a financial portfolio and the single-index model p. 503
Published online: 15 April 2001
DOI: 10.1007/s100510170229
Beliefs and stochastic modelling of interest rate scenario risk p. 511
Published online: 15 April 2001
DOI: 10.1007/PL00011107
Power law distributions and dynamic behaviour of stock markets p. 523
Published online: 15 April 2001
DOI: 10.1007/PL00011108
Correlations in financial time series: established versus emerging markets p. 527
Published online: 15 April 2001
DOI: 10.1007/s100510170233
Observations of deterministic chaos in financial time series by recurrence plots, can one control chaotic economy? p. 531
Published online: 15 April 2001
DOI: 10.1007/PL00011109
False Euro (FEUR) exchange rate correlated behaviors and investment strategy p. 537
Published online: 15 April 2001
DOI: 10.1007/s100510170235
Wavelet-based detection of coherent structures and self-affinity in financial data p. 543
Published online: 15 April 2001
DOI: 10.1007/s100510170236
Crowd-anticrowd theory of multi-agent market games p. 547
Published online: 15 April 2001
DOI: 10.1007/s100510170237
Risk analysis in investment appraisal based on the Monte Carlo simulation technique p. 551
Published online: 15 April 2001
DOI: 10.1007/s100510170238
Optimal trading from minimizing the period of bankruptcy risk p. 555
Published online: 15 April 2001
DOI: 10.1007/s100510170239
Liquid markets and market liquids - Collective and single-asset dynamics in financial markets p. 561
Published online: 15 April 2001
DOI: 10.1007/s100510170240
The volatility in a multi-share financial market model p. 565
Published online: 15 April 2001
DOI: 10.1007/s100510170241
Rules extraction in short memory time series using genetic algorithms p. 569
Published online: 15 April 2001
DOI: 10.1007/PL00011110
The prediction of periods of high volatility in exchange markets p. 581
Published online: 15 April 2001
DOI: 10.1007/PL00011111
Evidence for the exponential distribution of income in the USA p. 585
Published online: 15 April 2001
DOI: 10.1007/PL00011112
Economic mapping to the renormalization group scaling of stock markets p. 591
Published online: 15 April 2001
DOI: 10.1007/PL00011113
Beyond Black-Scholes: semimartingales and Lévy processes for option pricing p. 595
Published online: 15 April 2001
DOI: 10.1007/s100510170247
Power, Lévy, exponential and Gaussian-like regimes in autocatalytic financial systems p. 601
Published online: 15 April 2001
DOI: 10.1007/PL00011114
Self-similar approach to market analysis p. 609
Published online: 15 April 2001
DOI: 10.1007/PL00011115
Transition from coherence to bistability in a model of financial markets p. 619
Published online: 15 April 2001
DOI: 10.1007/s100510170250