Front Matter; On Stock-Price Fluctuations in the Periods of Booms and Stagnations; An Outlook on Correlations in Stock Prices; The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics; A Random Matrix Approach To Volatility In An Indian Financial Market; Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?; Statistical Distribution of Stock Returns Runs; Fluctuation Dynamics of Exchange Rates on Indian Financial Market; Noise Trading in an Emerging Market: Evidence and Analysis
Summary
"This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed."--Jacket
Analysis
fysica
physics
economische theorie
economic theory
speltheorie
game theory
wiskunde
mathematics
numerieke methoden
numerical methods
computational science
toegepaste statistiek
applied statistics
Physics (General)
Fysica (algemeen)
Notes
"International Workshop on 'Econophysics of Stock Markets and Minority Games', held in Kolkata during February 14-17, 2006 ... This is the second event in the Econophys-Kolkata series of meetings;"--Preface