The European Physical Journal B

Volume 27 / No 2 (May 2002)

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Editorial

Special issue on Econophysics p. 175

P. Richmond, M. Ausloos and M.Dacorogna

Published online: 15 May 2002

DOI: 10.1007/s10051-002-9017-x

Hydrodynamics

Mechanistic approach to generalized technical analysis of share prices and stock market indices p. 177

M. Ausloos and K. Ivanova

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020144

Eigen analysis of the stability and degree of information content in correlation matrices constructed from property time series data p. 189

W. Cook, C. Mounfield, P. Ormerod and L. Smith

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020145

Second-order moving average and scaling of stochastic time series p. 197

E. Alessio, A. Carbone, G. Castelli and V. Frappietro

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020150

Hammerstein system represention of financial volatility processes p. 201

E. Capobianco

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020154

Herd formation and information transmission in a population: non-universal behaviour p. 213

D. F. Zheng, P. M. Hui, K. F. Yip and N. F. Johnson

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020146

A data-centric approach to understanding the pricing of financial options p. 219

J. Healy, M. Dixon, B. Read and F. F. Cai

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020149

Valuation and dynamic replication of contingent claims in the framework of the beliefs-preferences gauge symmetry p. 229

V. A. Kholodnyi

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020148

Are EUR and GBP different words for the same currency? p. 239

K. Ivanova and M. Ausloos

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020155

Efficient option pricing with path integral p. 249

G. Montagna and O. Nicrosini

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020147

Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf p. 257

S. Solomon and P. Richmond

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020152

Portfolio optimization with short-selling and spin-glass p. 263

L. Bongini, M. Degli Esposti, C. Giardinà and A. Schianchi

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020143

Waiting time distributions in financial markets p. 273

L. Sabatelli, S. Keating, J. Dudley and P. Richmond

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020151

Noisy covariance matrices and portfolio optimization p. 277

S. Pafka and I. Kondor

Published online: 15 May 2002

DOI: 10.1140/epjb/e20020153

EPJ

The European Physical Journal B

Volume 27 / No 2 (May 2002)

Special issue on Econophysics p. 175

Hydrodynamics

Mechanistic approach to generalized technical analysis of share prices and stock market indices p. 177

Eigen analysis of the stability and degree of information content in correlation matrices constructed from property time series data p. 189

Second-order moving average and scaling of stochastic time series p. 197

Hammerstein system represention of financial volatility processes p. 201

Herd formation and information transmission in a population: non-universal behaviour p. 213

A data-centric approach to understanding the pricing of financial options p. 219

Valuation and dynamic replication of contingent claims in the framework of the beliefs-preferences gauge symmetry p. 229

Are EUR and GBP different words for the same currency? p. 239

Efficient option pricing with path integral p. 249

Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf p. 257

Portfolio optimization with short-selling and spin-glass p. 263

Waiting time distributions in financial markets p. 273

Noisy covariance matrices and portfolio optimization p. 277

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