Active Bibliography

unknown title – I Nstitute, Of P Hysics, P Ublishing, Rama Cont
unknown title – I Nstitute, Of P Hysics, P Ublishing, Rama Cont
8 Statistical Properties of Financial Time Series – Rama Cont - 1999
History of the Efficient Market Hypothesis – Martin Sewell - 2011
13 The Virtues and Vices of Equilibrium and the future of financial economics – J. Doyne Farmer, John Geanakoplos - 2009
2 Long range dependence in financial markets – Rama Cont
48 Herd Behavior and Aggregate Fluctuations in Financial Markets – Rama Cont, Jean-Philippe Bouchaud
1 Quantifying Fluctuations in Economic Systems By Adapting Methods of Statistical Physics – H. E. Stanley, P. Gopikrishnan, V. Plerou, L. A. N. Amaral - 2000
11 Volatility clustering in financial markets: Empirical facts and agent based models – Rama Cont - 2004
Volatility models – Luc Bauwens, Christian Hafner, Sébastien Laurent, Core Discussion Paper, Luc Bauwens, Christian Hafner, Sébastien Laurent - 2011
1) Service de Physique de l’Etat Condensé – Centre D’etudes De Saclay - 1998
Herd behavior and aggregate fluctuations in financial markets 1 Rama CONT 1;2;3 and Jean-Philippe BOUCHAUD 1;2 1) Service de Physique de l’Etat Condensé – Centre D’etudes De Saclay
33 How markets slowly digest changes in supply and demand – Jean-Philippe Bouchaud, J. Doyne Farmer, Fabrizio Lillo - 2008
2 Are European equity markets efficient? New evidence from fractal analysis – Enrico Onali, John Goddard
3 Volatility models: from garch to multi-horizon cascades – Er Subbotin Thierry Chauveau, Kateryna Shapovalova - 2010
correlation of the volatility of asset returns – J. Coulon, Y. Malevergne - 808
unknown title – I Nstitute, Of P Hysics, P Ublishing, Vasiliki Plerou, Parameswaran Gopikrishnan, Xavier Gabaix, Luís A Nunes Amaral, H Eugene Stanley - 2000
www.elsevier.com/locate/physa Scaling in the Norwegian stock market – Johannes A. Skjeltorp - 2000
MAJANDUSLIKES AEGRIDADES – Dr. Jaan Kalda Phd, Dr. Oleksiy Chechkin Phd, Robert Kitt, C Robert Kitt, Robert Kitt, Ttüküberneetika Instituut, Harkovi Füüsika, Tehnoloogia Instituut