Tài liệu tham khảo |
Loại |
Chi tiết |
17. J.-P. Bouchaud and M. Potters: Th´ eorie des Risques Financiers (Al´ ea-Saclay, Paris 1997, in French); Theory of Financial Risk (Cambridge University Press 2000) |
Sách, tạp chí |
Tiêu đề: |
Th´eorie des Risques Financiers"(Al´ea-Saclay,Paris 1997, in French);"Theory of Financial Risk |
|
18. R. N. Mantegna and H. E. Stanley: An Introduction to Econophysics (Cam- bridge University Press 2000) |
Sách, tạp chí |
Tiêu đề: |
An Introduction to Econophysics |
|
19. B. Roehner: Patterns of Speculation (Cambridge University Press, Cambridge 2002) |
Sách, tạp chí |
Tiêu đề: |
Patterns of Speculation |
|
20. M. Levy, H. Levy and S. Solomon: Microscopic Simulation of Financial Mar- kets (Academic Press, San Diego 2000) |
Sách, tạp chí |
Tiêu đề: |
Microscopic Simulation of Financial Mar-kets |
|
21. D. Sornette: Why Stock Markets Crash (Critical Events in Complex Financial Systems) (Princeton University Press, Princeton 2003) |
Sách, tạp chí |
Tiêu đề: |
Why Stock Markets Crash (Critical Events in Complex FinancialSystems) |
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22. B. B. Mandelbrot: Fractals and Scaling in Finance (Springer-Verlag, New York 1997) |
Sách, tạp chí |
Tiêu đề: |
Fractals and Scaling in Finance |
|
29. E.g. F. Reif: Fundamentals of Statistical and Thermal Physics (Mc Graw-Hill, Tokyo 1965) |
Sách, tạp chí |
Tiêu đề: |
Fundamentals of Statistical and Thermal Physics |
|
30. E.g. W. Feller: An Introduction to Probability Theory and its Applications (Wiley, New York 1968) |
Sách, tạp chí |
Tiêu đề: |
An Introduction to Probability Theory and its Applications |
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33. B. B. Mandelbrot: The Fractal Geometry of Nature (Freeman, New York 1983) 34. K. V. Roberts: in [7] |
Sách, tạp chí |
Tiêu đề: |
The Fractal Geometry of Nature |
|
40. D. J´ erome and L. G. Caron (eds.): Low-Dimensional Conductors and Super- conductors (Plenum Press, New York 1987) |
Sách, tạp chí |
Tiêu đề: |
Low-Dimensional Conductors and Super-conductors |
|
44. J. Honerkamp: Stochastic Dynamical Systems (VCH-Wiley, New York 1994);Statistical Physics (Springer-Verlag, Berlin 1998) |
Sách, tạp chí |
Tiêu đề: |
Stochastic Dynamical Systems"(VCH-Wiley, New York 1994);"Statistical Physics |
|
50. R. P. Feynman and A. R. Hibbs: Quantum Mechanics and Path Integrals (McGraw-Hill, New York 1965) |
Sách, tạp chí |
Tiêu đề: |
Quantum Mechanics and Path Integrals |
|
55. Leitfaden zu den Volatilit¨ atsindizes der Deutschen B¨ orse, Version 1.8, tech- nical document (Deutsche B¨ orse AG, Frankfurt 2004) |
Sách, tạp chí |
Tiêu đề: |
Leitfaden zu den Volatilit¨atsindizes der Deutschen B¨orse, Version 1.8 |
|
61. This database is operated by Institut f¨ ur Entscheidungstheorie und Unternehmensforschung, Universit¨ at Karlsruhe, http://www-etu.wiwi.uni-karlsruhe.de/ |
Sách, tạp chí |
Tiêu đề: |
Institut f¨ur Entscheidungstheorie undUnternehmensforschung |
|
72. V. Pareto: Cours d’ ´ Economie Politique. In: Oeuvres Compl` etes (Droz, Geneva 1982) |
Sách, tạp chí |
Tiêu đề: |
Cours d’ ´Economie Politique."In:"Oeuvres Compl`etes |
|
73. V. V. Gnedenko and A. N. Kolmogorov: Limit Distributions of Sums of In- dependent Random Variables (Addison-Wesley, Reading 1968) |
Sách, tạp chí |
Tiêu đề: |
Limit Distributions of Sums of In-dependent Random Variables |
|
75. M. F. Shlesinger, G. M. Zaslavsky, and U. Frisch (eds.): L´ evy Flights and Re- lated Topics (Springer Lect. Notes Phys. 450) (Springer-Verlag, Berlin 1995) 76. J.-P. Bouchaud and A. Georges: Phys. Rep. 195, 127 (1990) |
Sách, tạp chí |
Tiêu đề: |
L´evy Flights and Re-lated Topics |
|
78. M. Ma: Modern Theory of Critical Phenomena (Benjamin/Cummings, Read- ing 1976) |
Sách, tạp chí |
Tiêu đề: |
Modern Theory of Critical Phenomena |
|
95. G. Kaniadakis, M. Lissia, and A. Rapisarda (eds.): Non Extensive Thermo- dynamics and Physical Applications, Physica A 305 (2002) |
Sách, tạp chí |
Tiêu đề: |
Non Extensive Thermo-dynamics and Physical Applications |
|
102. U. A. M¨ uller, M. M. Dacorogna, and O. V. Pictet: in A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions, ed. by R. J. Adler, R. E. Feldman, and M. S. Taqqu (Birkh¨ auser, Boston 1998) |
Sách, tạp chí |
Tiêu đề: |
A Practical Guide toHeavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions |
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