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Physica A: Statistical Mechanics and its Applications

1975 - 2025

Current editor(s): K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

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Volume 299, issue 3, 2001

Curvature effect on the physical boundary of metastable states in liquids pp. 357-370 Downloads
S.B. Kiselev and J.F. Ely
Turbulent effects on fluid flow through disordered porous media pp. 371-377 Downloads
H.H. Macedo, U.M.S. Costa and M.P. Almeida
Magnetohydrodynamics for a multicomponent ionic mixture pp. 378-404 Downloads
G.A.Q. Salvati and L.G. Suttorp
Sum of positive Lyapunov exponents for Kuramoto–Sivashinsky equation pp. 405-411 Downloads
Hiroshi Shibata
Generalized Langevin equation for nonequilibrium systems pp. 412-426 Downloads
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 Downloads
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 Downloads
L. Jansen and R. Block
Explicit conversion from the Casimir force to Planck's law of radiation pp. 455-460 Downloads
Kenji Fukushima and Koichi Ohta
The quantum Heisenberg antiferromagnet on the Sierpiński gasket: an exact diagonalization study pp. 461-474 Downloads
A Voigt, J Richter and P Tomczak
Effects of diagonal disorder on charge density wave and superconductivity in local pair systems pp. 475-493 Downloads
Grzegorz Pawłowski and Stanisław Robaszkiewicz
BGK models for diffusion in isothermal binary fluid systems pp. 494-520 Downloads
Victor Sofonea and Robert F. Sekerka
Long-range power-law correlations in stock returns pp. 521-527 Downloads
Pilar Grau
Phenomenology of the term structure of interest rates with Padé Approximants pp. 528-546 Downloads
Jean Nuyts and Isabelle Platten
Time-reversal asymmetry in Cont–Bouchaud stock market model pp. 547-550 Downloads
Iksoo Chang and Dietrich Stauffer
Thermalizing an impulse pp. 551-558 Downloads
Surajit Sen, Felicia S. Manciu and Marian Manciu
Deterministic scale-free networks pp. 559-564 Downloads
Albert-László Barabási, Erzsébet Ravasz and Tamás Vicsek

Volume 299, issue 1, 2001

APPLICATION OF PHYSICS IN ECONOMIC MODELLING pp. xv-xvi Downloads
Jean-Philippe Bouchaud, Matteo Marsili, Bertrand M Roehner and František Slanina
Similarities and differences between physics and economics pp. 1-15 Downloads
H.E. Stanley, L.A.N. Amaral, Xavier Gabaix, P. Gopikrishnan and V. Plerou
Levels of complexity in financial markets pp. 16-27 Downloads
Giovanni Bonanno, Fabrizio Lillo and Rosario Mantegna
Microscopic models for long ranged volatility correlations pp. 28-39 Downloads
Irene Giardina, Jean-Philippe Bouchaud and Marc Mézard
From rational bubbles to crashes pp. 40-59 Downloads
D Sornette and Yannick Malevergne
More stylized facts of financial markets: leverage effect and downside correlations pp. 60-70 Downloads
Jean-Philippe Bouchaud and Marc Potters
Two classes of speculative peaks pp. 71-83 Downloads
Bertrand M. Roehner
Modelling financial time series using multifractal random walks pp. 84-92 Downloads
E. Bacry, J. Delour and J.F. Muzy
Market mechanism and expectations in minority and majority games pp. 93-103 Downloads
Matteo Marsili
Happier world with more information pp. 104-120 Downloads
Yi-Cheng Zhang
Preferential growth: solution and application to modeling stock market pp. 121-126 Downloads
L. Kullmann and J. Kertész
A model for the growth dynamics of economic organizations pp. 127-136 Downloads
L.A.N. Amaral, P. Gopikrishnan, V. Plerou and H.E. Stanley
Price fluctuations and market activity pp. 137-143 Downloads
P. Gopikrishnan, V. Plerou, Xavier Gabaix, L.A.N. Amaral and H.E. Stanley
Quantifying the dynamics of financial correlations pp. 144-153 Downloads
S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf and J. Speth
Truncated Lévy process with scale-invariant behavior pp. 154-160 Downloads
Plamen Ch. Ivanov, Boris Podobnik, Youngki Lee and H.Eugene Stanley
Ensemble properties of securities traded in the NASDAQ market pp. 161-167 Downloads
Fabrizio Lillo and Rosario Mantegna
Time intervals distribution of stock transactions and time correlation of stock indices in the model space pp. 168-174 Downloads
M. Romanovsky and E. Oks
Collective behavior of stock price movements—a random matrix theory approach pp. 175-180 Downloads
V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral and H.E. Stanley
Free random Lévy variables and financial probabilities pp. 181-187 Downloads
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 Downloads
Sorin Solomon and Peter Richmond
A simple model of bank bankruptcies pp. 198-204 Downloads
Agata Aleksiejuk and Janusz A. Hołyst
Criticality in a model of banking crises pp. 205-212 Downloads
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 Downloads
Adrian Drăgulescu and Victor Yakovenko
Application of multi-agent games to the prediction of financial time series pp. 222-227 Downloads
Neil F. Johnson, David Lamper, Paul Jefferies, Michael L. Hart and Sam Howison
Minority games and stylized facts pp. 228-233 Downloads
Damien Challet, Matteo Marsili and Yi-Cheng Zhang
Price fluctuations from the order book perspective—empirical facts and a simple model pp. 234-246 Downloads
Sergei Maslov and Mark Mills
Communication and optimal hierarchical networks pp. 247-252 Downloads
R. Guimerà, A. Arenas and A. Dı́az-Guilera
A stochastic strategy for the minority game pp. 253-261 Downloads
G. Reents, R. Metzler and W. Kinzel
Asset–asset interactions and clustering in financial markets pp. 262-267 Downloads
Gianaurelio Cuniberti, Markus Porto and H.Eduardo Roman
Sex-oriented stable matchings of the marriage problem with correlated and incomplete information pp. 268-272 Downloads
Guido Caldarelli, Andrea Capocci and Paolo Laureti
Modeling the BUX index by a novel stochastic differential equation pp. 273-278 Downloads
Péter Alács and Imre M. Jánosi
A model of international financial crises pp. 279-293 Downloads
Taisei Kaizoji
Neo-classical theory of competition or Adam Smith's hand as mathematized ideology pp. 294-298 Downloads
Joseph L. McCauley
Finite arbitrage times and the volatility smile? pp. 299-304 Downloads
Matthias Otto
Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets pp. 305-310 Downloads
Szilárd Pafka and Imre Kondor
Self-organization in a model of economic system with scale invariant interactions pp. 311-318 Downloads
Pis‘mak, Yu.M.
Agent-based simulation of a financial market pp. 319-327 Downloads
Marco Raberto, Silvano Cincotti, Sergio M. Focardi and Michele Marchesi
Business size distributions pp. 328-333 Downloads
R. D'Hulst and G.J. Rodgers
Harms and benefits from social imitation pp. 334-343 Downloads
František Slanina
Modeling electricity loads in California: a continuous-time approach pp. 344-350 Downloads
Rafał Weron, B. Kozłowska and J. Nowicka-Zagrajek
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