Empirical properties of the variety of a financial portfolio and the single-index model F. LilloR.N. Mantegna Pages: 503 - 509
Correlations in financial time series: established versus emerging markets M. BebenA. Orłowski Pages: 527 - 530
Observations of deterministic chaos in financial time series by recurrence plots, can one control chaotic economy? J.A. HołystM. ŻebrowskaK. Urbanowicz Pages: 531 - 535
False Euro (FEUR) exchange rate correlated behaviors and investment strategy M. AusloosK. Ivanova Pages: 537 - 541
Wavelet-based detection of coherent structures and self-affinity in financial data B.J.W. FlemingD. YuD. Jubb Pages: 543 - 546
Risk analysis in investment appraisal based on the Monte Carlo simulation technique A. HacuraM. Jadamus-HacuraA. Kocot Pages: 551 - 553
Rules extraction in short memory time series using genetic algorithms L.Y. FongK.Y. Szeto Pages: 569 - 572
The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market B.H. WangP.M. Hui Pages: 573 - 579
The prediction of periods of high volatility in exchange markets C. WindsorA. Thyagaraja Pages: 581 - 584
Evidence for the exponential distribution of income in the USA A. DrăgulescuV.M. Yakovenko Pages: 585 - 589
Beyond Black-Scholes: semimartingales and Lévy processes for option pricing S. Galluccio Pages: 595 - 600
Power, Lévy, exponential and Gaussian-like regimes in autocatalytic financial systems Z.F. HuangS. Solomon Pages: 601 - 607
Transition from coherence to bistability in a model of financial markets R. D'HulstG.J. Rodgers Pages: 619 - 625
