Empirical Science of Financial Fluctuations
Broschiertes Buch

Empirical Science of Financial Fluctuations

The Advent of Econophysics

Herausgegeben: Takayasu, Hideki
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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 distributi...