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Empirical Science of Financial Fluctuations

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Cover of 'Empirical Science of Financial Fluctuations'

Table of Contents

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    Book Overview
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    Chapter 1 Quantifying Empirical Economic Fluctuations using the Organizing Principles of Scale Invariance and Universality
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    Chapter 2 Price fluctuations and Market Activity
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    Chapter 3 Transaction Interval Analysis of High Resolution Foreign Exchange Data
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    Chapter 4 Random Matrix Theory and Cross-Correlations of Stock Prices
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    Chapter 5 A Random Matrix Theory Approach to Quantifying Collective Behavior of Stock Price Fluctuations
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    Chapter 6 Dynamics of correlations in the stock market
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    Chapter 7 False EUR Exchange Rates vs. DKK, CHF, JPY and USD
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    Chapter 8 Crashes : symptoms, diagnoses and remedies
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    Chapter 9 Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis
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    Chapter 10 A mechanism of international transmission of financial crises
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    Chapter 11 High Frequency Data Analysis in an Emerging and a Developed Market
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    Chapter 12 Measuring long-range dependence in electricity prices
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    Chapter 13 Micro-Simulations of Financial Markets and the Stylized Facts
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    Chapter 14 Statistical Property of Price Fluctuations in a Multi-Agent Model and the Currency Exchange Market
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    Chapter 15 A Speculative Financial Market Model
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    Chapter 16 Spin-glass like network model for stock market
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    Chapter 17 Three Bodies Trading Model in Financial Markets and Its Numerical Simulation Methodology with Genetic Algorithms
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    Chapter 18 Derivation of ARCH(1) process from market price changes based on deterministic microscopic multi-agent
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    Chapter 19 A Simple Model of Volatility Fluctuations in Asset Markets
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    Chapter 20 Self-similarity of price fluctuations and market dynamics
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    Chapter 21 Survival probability of LIFFE bond futures via the Mittag-Leffler function
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    Chapter 22 Why is it Fat-tailed?
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    Chapter 23 Market price simulator based on analog electrical circuit
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    Chapter 24 Simulation and Analysis of a Power Law Fluctuation Generator
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    Chapter 25 Deformation of implied volatility surfaces: an empirical analysis
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    Chapter 26 Predictability of Market Prices
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    Chapter 27 Time-Space Scaling of Financial Time Series
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    Chapter 28 Parameter Estimation of a Generalized Langevin Equation of Market Price
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    Chapter 29 Analysis of Stock Markets, Currency Exchanges and Tax Revenues
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    Chapter 30 Trading System Applied to Large Mutual Fund Company
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    Chapter 31 Why Financial Markets Will Remain Marginally Inefficient
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    Chapter 32 The Law of Consumer Demand in Japan: A Macroscopic Microeconomic View
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    Chapter 33 A functional-analytic and numerical-analytic approach to nonlinear economic models described by the master equation
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    Chapter 34 Modelling the Growth Statistics of Economic Organizations
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    Chapter 35 Statistical Laws in the Income of Japanese Companies
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    Chapter 36 Empirical Identification Of Competitive Strategies: Russian Bank System
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    Chapter 37 Pareto’s Law for Income of Individuals
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    Chapter 38 Physics of Personal Income
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Title
Empirical Science of Financial Fluctuations
Published by
Springer Japan, March 2013
DOI 10.1007/978-4-431-66993-7
ISBNs
978-4-43-166995-1, 978-4-43-166993-7
Editors

Takayasu, Hideki

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Geographical breakdown

Country Count As %
Unknown 5 100%

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Readers by professional status Count As %
Unknown 5 100%
Readers by discipline Count As %
Unknown 5 100%