Open Access
Editorial
Special issue on Econophysics p. 175
Published online: 15 May 2002
DOI: 10.1007/s10051-002-9017-x
The European Physical Journal B
Volume 27 / No 2 (May 2002)
Hydrodynamics
Mechanistic approach to generalized technical analysis of share prices and stock market indices p. 177
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
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020145
Second-order moving average and scaling of stochastic time series p. 197
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020150
Hammerstein system represention of financial volatility processes p. 201
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020154
Herd formation and information transmission in a population: non-universal behaviour p. 213
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020146
A data-centric approach to understanding the pricing of financial options p. 219
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
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020148
Are EUR and GBP different words for the same currency? p. 239
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020155
Efficient option pricing with path integral p. 249
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020147
Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf p. 257
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020152
Portfolio optimization with short-selling and spin-glass p. 263
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020143
Waiting time distributions in financial markets p. 273
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020151
Noisy covariance matrices and portfolio optimization p. 277
Published online: 15 May 2002
DOI: 10.1140/epjb/e20020153
