New Economic Windows

Econophysics of Stock and other Markets

Proceedings of the Econophys-Kolkata II

Editors: Chatterjee, Arnab, Chakrabarti, Bikas K. (Eds.)

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eBook $119.00
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  • ISBN 978-88-470-0502-0
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Hardcover $159.00
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About this book

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed.

The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.

Table of contents (27 chapters)

  • On Stock-Price Fluctuations in the Periods of Booms and Stagnations

    Kaizoji, Taisei

    Pages 3-12

  • An Outlook on Correlations in Stock Prices

    Chakraborti, Anirban

    Pages 13-23

  • The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics

    Sinha, Sitabhra (et al.)

    Pages 24-34

  • A Random Matrix Approach To Volatility In An Indian Financial Market

    Kulkarni, V. (et al.)

    Pages 35-48

  • Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?

    Eisler, Zoltán (et al.)

    Pages 49-58

Buy this book

eBook $119.00
price for USA (gross)
  • ISBN 978-88-470-0502-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $159.00
price for USA
  • ISBN 978-88-470-0501-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Econophysics of Stock and other Markets
Book Subtitle
Proceedings of the Econophys-Kolkata II
Editors
  • Arnab Chatterjee
  • Bikas K. Chakrabarti
Series Title
New Economic Windows
Copyright
2006
Publisher
Springer-Verlag Mailand
Copyright Holder
Springer-Verlag Milan
eBook ISBN
978-88-470-0502-0
DOI
10.1007/978-88-470-0502-0
Hardcover ISBN
978-88-470-0501-3
Series ISSN
2039-411X
Edition Number
1
Number of Pages
XIII, 255
Topics