/LC.GIF&client=easterncarolinaedu)
An introduction to econophysics : correlations and complexity in finance / Rosario N. Mantegna, H. Eugene Stanley.
| Author/creator | Mantegna, Rosario N., 1960- |
| Other author | Stanley, H. Eugene (Harry Eugene), 1941- |
| Format | Book |
| Publication Info | Cambridge, UK ; New York : Cambridge University Press, 2000. |
| Description | ix, 148 pages : illustrations ; 26 cm |
| Supplemental Content | Sample text |
| Supplemental Content | Publisher description |
| Supplemental Content | Table of contents |
| Subjects |
| Contents | Introduction -- Efficient market hypothesis -- Random walk -- Levy stochastic processes and limit theorems -- Scales in financial data -- Stationarity and time correlation -- Time correlation in financial time series -- Stochastic models of price dynamics -- Scaling and its breakdown -- ARCH and GARCH processes -- Financial markets and turbulence -- Correlation and anticorrelation between stocks -- Taxonomy of a stock portfolio -- Options in idealized markets -- Options in real markets. |
| Bibliography note | Includes bibliographical references (p. 137-144) and index. |
| LCCN | 99028047 |
| ISBN | 0521620082 (hardbound) |
| ISBN | 9780521620086 (hardbound) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | HG176.5 .M365 2000 | ✔ Available | Place Hold |