The European Physical Journal B

Open Access

Editorial

“No Worries": Trends in Econophysics p. 121

Tiziana Di Matteo and Tomaso Aste

Published online: 15 January 2007

DOI: 10.1140/epjb/e2007-00047-1

• Abstract
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Statistical regularities in the return intervals of volatility p. 123

F. Wang, P. Weber, K. Yamasaki, S. Havlin and H. E. Stanley

Published online: 04 October 2006

DOI: 10.1140/epjb/e2006-00356-9

• Abstract
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Roughness and finite size effect in the NYSE stock-price fluctuations p. 135

V. Alfi, F. Coccetti, A. Petri and L. Pietronero

Published online: 14 June 2006

DOI: 10.1140/epjb/e2006-00240-8

• Abstract
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The Forbes 400, the Pareto power-law and efficient markets p. 143

O. S. Klass, O. Biham, M. Levy, O. Malcai and S. Solomon

Published online: 27 October 2006

DOI: 10.1140/epjb/e2006-00396-1

• Abstract
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The emergence of coordination in public good games p. 149

W. Hichri and A. Kirman

Published online: 02 February 2007

DOI: 10.1140/epjb/e2007-00032-8

• Abstract
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A nonextensive approach to the dynamics of financial observables p. 161

S. M.D. Queirós, L. G. Moyano, J. de Souza and C. Tsallis

Published online: 01 June 2006

DOI: 10.1140/epjb/e2006-00205-y

• Abstract
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Toy models and stylized realities p. 169

M. Marsili

Published online: 14 June 2006

DOI: 10.1140/epjb/e2006-00237-3

• Abstract
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Self-organizing Ising model of financial markets p. 175

W.-X. Zhou and D. Sornette

Published online: 25 October 2006

DOI: 10.1140/epjb/e2006-00391-6

• Abstract
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Empirical validation of stochastic models of interacting agents - A “maximally skewed” noise trader model p. 183

S. Alfarano, T. Lux and F. Wagner

Published online: 20 October 2006

DOI: 10.1140/epjb/e2006-00385-4

• Abstract
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Mechanical vs. informational components of price impact p. 189

J. Doyne Farmer and N. Zamani

Published online: 25 October 2006

DOI: 10.1140/epjb/e2006-00384-5

• Abstract
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Large dimension forecasting models and random singular value spectra p. 201

J.-P. Bouchaud, L. Laloux, M. A. Miceli and M. Potters

Published online: 30 May 2006

DOI: 10.1140/epjb/e2006-00204-0

• Abstract
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Correlation based networks of equity returns sampled at different time horizons p. 209

M. Tumminello, T. Di Matteo, T. Aste and R. N. Mantegna

Published online: 22 November 2006

DOI: 10.1140/epjb/e2006-00414-4

• Abstract
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