TY  - BOOK
AU  - Abergel,Frédéric
AU  - Chakrabarti,Bikas K.
AU  - Chakraborti,Anirban
AU  - Mitra,Manipushpak
ED  - SpringerLink (Online service)
TI  - Econophysics of Order-driven Markets: Proceedings of Econophys-Kolkata V 
T2  - New Economic Windows,
SN  - 9788847017665
AV  - HB90-HB99.722 
U1  - 330.15 23
PY  - 2011///
CY  - Milano
PB  - Springer Milan, Imprint: Springer
KW  - Partial differential equations
KW  - Statistical physics
KW  - Dynamical systems
KW  - Schools of economics
KW  - Economics
KW  - Heterodox Economics
KW  - Statistical Physics, Dynamical Systems and Complexity
KW  - Partial Differential Equations
KW  - Electronic books
KW  - local
N2  - The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included
UR  - http://ezproxy.alfaisal.edu/login?url=http://dx.doi.org/10.1007/978-88-470-1766-5
ER  -