"This volume is the proceedings of a workshop at which leading international researchers in this discipline discussed their most recent results and examined the validity of the empirical laws of econophysics." Octavo: 352 p. with numerous textual figures. Original glossy boards; issued without a dust jacket. A fine, unread copy.

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Detalles bibliogr�ficos

T�tulo

EMPIRICAL SCIENCE OF FINANCIAL FLUCTUATIONS: The Advent of Econophysics

Editor

Springer, Tokyo

Fecha de publicaci�n

2002

Idioma

Ingl�s

ISBN 10

4431703160

ISBN 13

9784431703167

Encuadernaci�n

Hardcover

Edici�n

First Edition.

Estado

Fine

Estado de la sobrecubierta

Sobrecubierta no Incluida

Cat�logos de vendedores

Finance

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Sinopsis

Financial fluctuations were generally neglected in classical ecnomics and their basic statistical properties have only recently been elucidated in the emerging field of econophysics, a new science that analyzes data using methods developed by statistical physics, such as chaos, fractals, and phase transitions. This volume is the proceedings of a workshop at which leading international researchers in this discipline discussed their most recent results and examined the validity of the empirical laws of econophysics. Topics include stock market prices and foreign exchange rates, income distribution, market anomalies, and risk management. The papers herein relate econophysics to other models, present new models, and illustrate the mechanisms by which financial fluctuations occur using actual financial data. Containing the most recent econophysics results, this volume will serve as an indispensable reference for economic theorists and practitioners alike.

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