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1.

図書

図書
渡辺努, 岩村充著
出版情報: 東京 : 岩波書店, 2004.2  xvii, 244p ; 21cm
シリーズ名: 一橋大学経済研究叢書 ; 52
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2.

図書

東工大
目次DB

図書
東工大
目次DB
Misako Takayasu, Tsutomu Watanabe, Hideki Takayasu, editors
出版情報: Tokyo : Springer, c2010  xi, 315 p. ; 25 cm
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目次情報: 続きを見る
Part 1 Financial Market Properties
 Trend Switching Processes in Financial Markets 3
   Tobias Preis and H. Eugene Stanley
 Nonlinear Memory and Risk Estimation in Financial Records 27
   Armin Bunde and Mikhail I. Bogachev
 Microstructure and Execution Strategies in the Global Spot FX Market 49
   Anatoly B. Schmidt
 Temporal Structure of Volatility Fluctuations 65
   FengzhongWang, Kazuko Yamasaki, H. Eugene Stanley,and Shlomo Havlin
 Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets 79
   Misako Takayasu, Kota Watanabe, Takayuki Mizuno,and Hideki Takayasu
Part 2 Financial Crisis and Macroeconomics
 Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis 101
   Didier Sornette and Ryan Woodard
 Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets 149
   Dariusz Grech
 Root Causes of the Housing Bubble 173
   Taisei Kaizoji
 Reconstructing Macroeconomics Based on Statistical Physics 183
   Masanao Aoki and Hiroshi Yoshikawa
 How to Avoid Fragility of Financial Systems: Lessons from the Financial Crisis and St. Petersburg Paradox 197
   Hideki Takayasu
Part 3 General Methods and Social Phenomena
 Data Centric Science for Information Society 211
   Genshiro Kitagawa
 Symbolic Shadowing and the Computation of Entropy for Observed Time Series 227
   Diana A. Mendes, Vivaldo M. Mendes, Nuno Ferreira, and Rui Menezes
 What Can Be Learned from Inverse Statistics? 247
   Peter Toke Heden Ahlgren, Henrik Dahl, Mogens Hogh Jensen, and Ingve Simonsen
 Communicability and Communities in Complex Socio-Economic Networks. 271
   Ernesto Estrada and Naomichi Hatano
 On World Religion Adherence Distribution Evolution 289
   Marcel Ausloos and Filippo Petroni
Index 313
Part 1 Financial Market Properties
 Trend Switching Processes in Financial Markets 3
   Tobias Preis and H. Eugene Stanley
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