Beyond Equilibrium and Efficiency
Beyond Equilibrium and Efficiency
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Author(s): Farmer, J. Doyne
ISBN No.: 9780195150957
Pages: 352
Year: 200505
Format: Trade Paper
Price: $ 48.30
Dispatch delay: Dispatched between 7 to 15 days
Status: Available

c Preface a J. Doyne Farmer and John Geanakoplos c Money and Goldstone Modes a Per Bak, Simon F. Norrelykke, and Martin Schubik c Power Laws in Economics and Finance: Some Ideas from Physics a Jean-Phillip Bouchaud c Scaling in Financial Prices: I. Tails and Dependence a Benoit Mandelbrot c Scaling in Financial Prices: II. Multifractals and the Star Equation a Benoit Mandelbrot c Multifractal Returns and Hierarchical Portfolio Theory a J.-F. Muzy, D. Sornett, J.


Delour, and A. Arneodo c Financial Markets as Nonlinear Adaptive Evolutionary Systems a Cars Hommes c From Minority Games to Real Markets a Damien Challet, A. Chessa, M. Marsili, and Y-C. Zhang c Towards Evolutoinary Game Models of Financial Markets a Daniel Friedman c Statistical Mechanics of Asset Markets with Private Information a Johannes Berg, Matteo Marsili, Aldo Rustichini, and Riccardo Zecchina c On a Universal Mechanism for Long-Range Volatility Correlations a Jean-Phillipe Bouchaud, Irene Giardina, and Marc Mzard c Empirical Properties of Asset Returns: Sylized Facts and Statistical Issues a Rama Cont c What Good is a Volatility Model? a Robert Engle and Andrew J. Patton c Correlated Adaptation of Agents in a Simple Market: A Statistical Physics Perspective a Juan Garrahan, E. Moro, and D. Sherrington c Price Fluctuations, Market Activity, and Trading Volume a Vasiliki Plerou, Parameswaran Gopikrishnan, Xavier Gabaix, Lus A.


Nunes Amaral, and H. Eugene Stanley c High-Frequency Cross-Correlation in a Set of Stocks a Giovanni Bonanno c A Builders Guide to Agent-Based Financial Markets a Blake LeBaron c Index.


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