Physica A: Statistical Mechanics and its Applications
1975 - 2025
Current editor(s): K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 299, issue 3, 2001
- Curvature effect on the physical boundary of metastable states in liquids pp. 357-370

- S.B. Kiselev and J.F. Ely
- Turbulent effects on fluid flow through disordered porous media pp. 371-377

- H.H. Macedo, U.M.S. Costa and M.P. Almeida
- Magnetohydrodynamics for a multicomponent ionic mixture pp. 378-404

- G.A.Q. Salvati and L.G. Suttorp
- Sum of positive Lyapunov exponents for Kuramoto–Sivashinsky equation pp. 405-411

- Hiroshi Shibata
- Generalized Langevin equation for nonequilibrium systems pp. 412-426

- M.G. McPhie, P.J. Daivis, I.K. Snook, J. Ennis and D.J. Evans
- An exactly solvable model ternary solution with strong three-body interactions pp. 427-440

- Florin D. Buzatu and Dale A. Huckaby
- On superconductivity of hole-doped C60 and comparison with electron-doped X3C60 (X=alkali atom) pp. 441-454

- L. Jansen and R. Block
- Explicit conversion from the Casimir force to Planck's law of radiation pp. 455-460

- Kenji Fukushima and Koichi Ohta
- The quantum Heisenberg antiferromagnet on the Sierpiński gasket: an exact diagonalization study pp. 461-474

- A Voigt, J Richter and P Tomczak
- Effects of diagonal disorder on charge density wave and superconductivity in local pair systems pp. 475-493

- Grzegorz Pawłowski and Stanisław Robaszkiewicz
- BGK models for diffusion in isothermal binary fluid systems pp. 494-520

- Victor Sofonea and Robert F. Sekerka
- Long-range power-law correlations in stock returns pp. 521-527

- Pilar Grau
- Phenomenology of the term structure of interest rates with Padé Approximants pp. 528-546

- Jean Nuyts and Isabelle Platten
- Time-reversal asymmetry in Cont–Bouchaud stock market model pp. 547-550

- Iksoo Chang and Dietrich Stauffer
- Thermalizing an impulse pp. 551-558

- Surajit Sen, Felicia S. Manciu and Marian Manciu
- Deterministic scale-free networks pp. 559-564

- Albert-László Barabási, Erzsébet Ravasz and Tamás Vicsek
Volume 299, issue 1, 2001
- APPLICATION OF PHYSICS IN ECONOMIC MODELLING pp. xv-xvi

- Jean-Philippe Bouchaud, Matteo Marsili, Bertrand M Roehner and František Slanina
- Similarities and differences between physics and economics pp. 1-15

- H.E. Stanley, L.A.N. Amaral, Xavier Gabaix, P. Gopikrishnan and V. Plerou
- Levels of complexity in financial markets pp. 16-27

- Giovanni Bonanno, Fabrizio Lillo and Rosario Mantegna
- Microscopic models for long ranged volatility correlations pp. 28-39

- Irene Giardina, Jean-Philippe Bouchaud and Marc Mézard
- From rational bubbles to crashes pp. 40-59

- D Sornette and Yannick Malevergne
- More stylized facts of financial markets: leverage effect and downside correlations pp. 60-70

- Jean-Philippe Bouchaud and Marc Potters
- Two classes of speculative peaks pp. 71-83

- Bertrand M. Roehner
- Modelling financial time series using multifractal random walks pp. 84-92

- E. Bacry, J. Delour and J.F. Muzy
- Market mechanism and expectations in minority and majority games pp. 93-103

- Matteo Marsili
- Happier world with more information pp. 104-120

- Yi-Cheng Zhang
- Preferential growth: solution and application to modeling stock market pp. 121-126

- L. Kullmann and J. Kertész
- A model for the growth dynamics of economic organizations pp. 127-136

- L.A.N. Amaral, P. Gopikrishnan, V. Plerou and H.E. Stanley
- Price fluctuations and market activity pp. 137-143

- P. Gopikrishnan, V. Plerou, Xavier Gabaix, L.A.N. Amaral and H.E. Stanley
- Quantifying the dynamics of financial correlations pp. 144-153

- S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf and J. Speth
- Truncated Lévy process with scale-invariant behavior pp. 154-160

- Plamen Ch. Ivanov, Boris Podobnik, Youngki Lee and H.Eugene Stanley
- Ensemble properties of securities traded in the NASDAQ market pp. 161-167

- Fabrizio Lillo and Rosario Mantegna
- Time intervals distribution of stock transactions and time correlation of stock indices in the model space pp. 168-174

- M. Romanovsky and E. Oks
- Collective behavior of stock price movements—a random matrix theory approach pp. 175-180

- V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral and H.E. Stanley
- Free random Lévy variables and financial probabilities pp. 181-187

- Zdzisław Burda, Jerzy Jurkiewicz, Maciej A. Nowak, Gábor Papp and Ismail Zahed
- Power laws of wealth, market order volumes and market returns pp. 188-197

- Sorin Solomon and Peter Richmond
- A simple model of bank bankruptcies pp. 198-204

- Agata Aleksiejuk and Janusz A. Hołyst
- Criticality in a model of banking crises pp. 205-212

- Giulia Iori and Saqib Jafarey
- Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States pp. 213-221

- Adrian Drăgulescu and Victor Yakovenko
- Application of multi-agent games to the prediction of financial time series pp. 222-227

- Neil F. Johnson, David Lamper, Paul Jefferies, Michael L. Hart and Sam Howison
- Minority games and stylized facts pp. 228-233

- Damien Challet, Matteo Marsili and Yi-Cheng Zhang
- Price fluctuations from the order book perspective—empirical facts and a simple model pp. 234-246

- Sergei Maslov and Mark Mills
- Communication and optimal hierarchical networks pp. 247-252

- R. Guimerà, A. Arenas and A. Dı́az-Guilera
- A stochastic strategy for the minority game pp. 253-261

- G. Reents, R. Metzler and W. Kinzel
- Asset–asset interactions and clustering in financial markets pp. 262-267

- Gianaurelio Cuniberti, Markus Porto and H.Eduardo Roman
- Sex-oriented stable matchings of the marriage problem with correlated and incomplete information pp. 268-272

- Guido Caldarelli, Andrea Capocci and Paolo Laureti
- Modeling the BUX index by a novel stochastic differential equation pp. 273-278

- Péter Alács and Imre M. Jánosi
- A model of international financial crises pp. 279-293

- Taisei Kaizoji
- Neo-classical theory of competition or Adam Smith's hand as mathematized ideology pp. 294-298

- Joseph L. McCauley
- Finite arbitrage times and the volatility smile? pp. 299-304

- Matthias Otto
- Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets pp. 305-310

- Szilárd Pafka and Imre Kondor
- Self-organization in a model of economic system with scale invariant interactions pp. 311-318

- Pis‘mak, Yu.M.
- Agent-based simulation of a financial market pp. 319-327

- Marco Raberto, Silvano Cincotti, Sergio M. Focardi and Michele Marchesi
- Business size distributions pp. 328-333

- R. D'Hulst and G.J. Rodgers
- Harms and benefits from social imitation pp. 334-343

- František Slanina
- Modeling electricity loads in California: a continuous-time approach pp. 344-350

- Rafał Weron, B. Kozłowska and J. Nowicka-Zagrajek
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