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Quantitative Finance, Volume 1 Issue 2 2001

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
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Miscellany
Alex Lipton: a driving force behind physics and finance
V. Spedding
Pages 196 – 197
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Defining efficiency in heterogeneous markets
M. Dacorogna;  U. Mller;  R. Olsen; O. Pictet
Pages 198 – 201
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Statistical mechanics of asset markets with private information
J. Berg;  M. Marsili;  A. Rustichini; R. Zecchina
Pages 203 – 211
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On a universal mechanism for long-range volatility correlations
J-P. Bouchaud;  I. Giardina; M. Mzard
Pages 212 – 216
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Correlation structure of extreme stock returns
P. Cizeau;  M. Potters; J-P. Bouchaud
Pages 217 – 222
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Empirical properties of asset returns: stylized facts and statistical issues
R. Cont
Pages 223 – 236
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What good is a volatility model?
R. F. Engle; A. J. Patton
Pages 237 – 245
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Correlated adaptation of agents in a simple market: a statistical physics perspective
J. P. Garrahan;  E. Moro; D. Sherrington
Pages 246 – 253
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A builder's guide to agent-based financial markets
B. LeBaron
Pages 254 – 261
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Price fluctuations, market activity and trading volume
V. Plerou;  P. Gopikrishnan;  X. Gabaix;  L. A. N. Amaral; H. E. Stanley
Pages 262 – 269
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A tractable market model with jumps for pricing short-term interest rate derivatives
Y. Samuelides; E. Nahum
Pages 270 – 283
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Learning to profit with discrete investment rules
S. Skouras
Pages 284 – 288
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