Title An introduction to econophysics : correlations and complexity in finance / Rosario N. Mantegna, H. Eugene Stanley.

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Online eBook. Access restricted to current Rider University students, faculty, and staff.
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Description	1 online resource (ix, 148 pages) : illustrations
Physical Medium	polychrome
Description	text file
Bibliography	Includes bibliographical references (pages 137-144) and index.
Contents	Introduction -- Efficient market hypothesis -- Random walk -- Levy stochastic processes and limit theorems -- Scales in financial data -- Stationarity and time correlation -- Time correlation in financial time series -- Stochastic models of price dynamics -- Scaling and its breakdown -- ARCH and GARCH processes -- Financial markets and turbulence -- Correlation and anticorrelation between stocks -- Taxonomy of a stock portfolio -- Options in idealized markets -- Options in real markets.
Local Note	eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject	Finance -- Statistical methods.
	Finance -- Statistical methods.
	Finance -- Mathematical models.
	Finance -- Mathematical models.
	Statistical physics.
	Statistical physics.
Indexed Term	Samfundsvidenskab Økonomi.
Genre/Form	Electronic books.
Added Author	Stanley, H. Eugene (Harry Eugene), 1941-
Other Form:	Print version: Mantegna, Rosario N. (Rosario Nunzio), 1960- Introduction to econophysics. Cambridge, UK ; New York : Cambridge University Press, 2000 0521620082 (DLC) 99028047 (OCoLC)41090880
ISBN	0511039948 (electronic book)
	9780511039942 (electronic book)
	9780511755767 (electronic book)
	0511755767 (electronic book)
	9780521620086
	0521620082