|
" Econophysics Approaches to Large-Scale Business Data and Financial Crisis. "
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
1033226
|
| Doc. No
|
:
|
b787596
|
| Title & Author
|
:
|
Econophysics Approaches to Large-Scale Business Data and Financial Crisis.
|
| Publication Statement
|
:
|
[Place of publication not identified] :: Springer Japan,, 2010.
|
| Page. NO
|
:
|
1 online resource
|
| ISBN
|
:
|
4431538526
|
|
|
:
|
: 4431538534
|
|
|
:
|
: 9784431538523
|
|
|
:
|
: 9784431538530
|
| Contents
|
:
|
Econophysics Approaches to Large-Scale Business Data and Financial Crisis; Preface; Contents; Contributors; Part 1 Financial Market Properties; Trend Switching Processes in Financial Markets; Nonlinear Memory and Risk Estimation in Financial Records; Microstructure and Execution Strategies in the Global Spot FX Market; Temporal Structure of Volatility Fluctuations; Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets; Part 2 Financial Crisis and Macroeconomics; Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis.
|
| Abstract
|
:
|
Comprises of papers from the international conference on novel analytical approaches to economic data held in Tokyo in March 2009. This title contains papers that include detailed reports on the market behavior during the financial crisis of 2008 and discussions on the mechanism of bubbles and crashes, with proposals for avoiding new crises.
|
| Subject
|
:
|
Data mining.
|
| Subject
|
:
|
Econometrics.
|
| Subject
|
:
|
Economics, Statistics.
|
| Subject
|
:
|
Physics.
|
| Subject
|
:
|
Data mining.
|
| Subject
|
:
|
Econometrics.
|
| Subject
|
:
|
Economics.
|
| Subject
|
:
|
Physics.
|
| Dewey Classification
|
:
|
658.15
|
| LC Classification
|
:
|
HB137
|
| |