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1

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Empirical properties of the variety of a financial portfolio and the single-index model (2001)

Lillo, F. ; Mantegna, R.N.

Springer

The European physical journal 20 (2001), S. 503-509

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ISSN: 1434-6036

Keywords: PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics

Source: Springer Online Journal Archives 1860-2000

Topics: Physics

Notes: Abstract: We investigate the variety of a portfolio of stocks in normal and extreme days of market activity. We show that the variety carries information about the market activity which is not present in the single-index model and we observe that the variety time evolution is not time reversal around the crash days. We obtain the theoretical relation between the square variety and the mean return of the ensemble return distribution predicted by the single-index model. The single-index model is able to mimic the average behavior of the square variety but fails in describing quantitatively the relation between the square variety and the mean return of the ensemble distribution. The difference between empirical data and theoretical description is more pronounced for large positive values of the mean return of the ensemble distribution. Other significant deviations are also observed for extreme negative values of the mean return.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/s100510170229

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2

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Langevin dynamics of financial systems: A second-order analysis (2001)

Canessa, E.

Springer

The European physical journal 22 (2001), S. 123-127

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ISSN: 1434-6036

Keywords: PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics

Source: Springer Online Journal Archives 1860-2000

Topics: Physics

Notes: Abstract: We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat Cq, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that Cq can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/PL00011127

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3

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Validity of the zero-thermodynamic law in off-equilibrium coupled harmonic oscillators (2001)

Garriga, A. ; Ritort, F.

Springer

The European physical journal 20 (2001), S. 105-122

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ISSN: 1434-6036

Keywords: PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics

Source: Springer Online Journal Archives 1860-2000

Topics: Physics

Notes: Abstract: In order to describe the thermodynamics of the glassy systems it has been recently introduced an extra parameter, the effective temperature which generalizes the fluctuation-dissipation theorem (FDT) to off-equilibrium systems and supposedly describes thermal fluctuations around the aging state. Using this concept we investigate the applicability of a zeroth thermodynamic law for non-equilibrium systems. In particular we study two coupled systems of harmonic oscillators with Monte Carlo dynamics. We analyze in detail two types of dynamics: 1) sequential dynamics where the coupling between the subsystems comes only from the Hamiltonian and 2) parallel dynamics where there is a further coupling between the subsystems arising from the dynamics. We show that the coupling described in the first case is not enough to make asymptotically the effective temperatures of the two interacting subsystems equalize, the reason being the too small thermal conductivity between them in the aging state. This explains why different interacting degrees of freedom in structural glasses may stay at different effective temperatures without never mutually thermalizing.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01313919

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4

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Heat transfer and Fourier's law in off-equilibrium systems (2001)

Garriga, A. ; Ritort, F.

Springer

The European physical journal 21 (2001), S. 115-120

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ISSN: 1434-6036

Keywords: PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics

Source: Springer Online Journal Archives 1860-2000

Topics: Physics

Notes: Abstract: We study the most suitable procedure to measure the effective temperature in off-equilibrium systems. We analyze the stationary current established between an off-equilibrium system and a thermometer and the necessary conditions for that current to vanish. We find that the thermometer must have a short characteristic time-scale compared to the typical decorrelation time of the glassy system to correctly measure the effective temperature. This general conclusion is confirmed analyzing an ensemble of harmonic oscillators with Monte Carlo dynamics as an illustrative example of a solvable model of a glass. We also find that the current defined allows to extend Fourier's law to the off-equilibrium regime by consistently defining effective transport coefficients. Our results for the oscillator model explain why thermal conductivities between thermalized and frozen degrees of freedom in structural glasses are extremely small.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01315082

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5

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The egg of Amia and its cleavage (1897)

Whitman, C. O. ; Eycleshymer, A. C.

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 309-354

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120202

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6

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Development of the human coelom (1897)

Mall, Franklin P.

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 395-453

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 52 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120206

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7

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The origin of the cleavage centrosomes (1897)

Foot, Katharine

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 809-814

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120303

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8

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The early development of marine annelids (1897)

Mead, A. D.

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897), S. 227-326

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 23 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130202

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9

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Masthead (1897)

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130101

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10

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Masthead (1897)

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130301

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11

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Masthead (1897)

New York, NY : Wiley-Blackwell

Journal of Morphology 14 (1897)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050140101

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12

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The innervation of the auditory epithelium of mustelus canis, De KayI wish to express my indebtedness to Dr. Howard Ayers, at whose suggestion the work was undertaken; also to the Director of the Marine Biological Laboratory at Woods Holl, Mass., for many privileges enjoyed during the progress of the work. (1897)

Morrill, Albro D.

New York, NY : Wiley-Blackwell

Journal of Morphology 14 (1897), S. 61-82

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050140104

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13

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On the structure of the discodrilid nephridiumContributions from the Zoölogical Laboratory of the University of Pennsylvania. No. 5. (1897)

Moore, J. Percy

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897), S. 327-380

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130302

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14

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On the osteology and relationships of protostega (1897)

Case, E. C.

New York, NY : Wiley-Blackwell

Journal of Morphology 14 (1897), S. 21-60

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050140103

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15

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The epithelium of the so-called midgut of the terrestrial isopods (1897)

McCurrich, J. Playfair

New York, NY : Wiley-Blackwell

Journal of Morphology 14 (1897), S. 84-108

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 1 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050140105

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16

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The origin of the egg centrosomes (1897)

Mead, A. D.

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 391-394

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 2 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120205

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17

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A contribution to the study of variation. (Skeletal variations of necturus maculatus RAF.) (1897)

Bumpus, Hermon C.

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 455-484

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120207

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18

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On the modes of development of the mesoderm and mesenchym, with reference to the supposed homologies of the body cavities (1897)

Montgomery, Thos. H.

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 355-366

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120203

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19

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The cranial muscles and cranial and first spinal nerves in amia calva (1897)

Allis, Edward Phelps

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 487-808

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120302

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The embryology of crepidula, A contribution to the cell lineage and early development of some marine gasteropods (1897)

Conklin, Edwin Grant

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897), S. 1-226

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 13 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130102

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Two new gregarinidaContributions from the Zoölogical Laboratory of the Museum of Comparative Zoölogy at Harvard College, under the direction of E. L. Mark, No. LXXXII. (1897)

Porter, James F.

New York, NY : Wiley-Blackwell

Journal of Morphology 14 (1897), S. 1-20

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050140102

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Masthead (1897)

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120201

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23

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Some spinning activities of protoplasm in starfish, and sea-urchin eggs (1897)

Andrews, Gwendolen Foulke

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897), S. 367-389

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120204

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24

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Masthead (1897)

New York, NY : Wiley-Blackwell

Journal of Morphology 12 (1897)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050120301

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25

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Masthead (1897)

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130201

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26

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Studies on the elements of the central nervous system of the heteronemertini (1897)

Montgomery, Thos. H.

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897), S. 381-444

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130303

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27

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A comparative study of the area of acute vision in vertebrates (1897)

Slonaker, James Rollin

New York, NY : Wiley-Blackwell

Journal of Morphology 13 (1897), S. 445-502

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 5 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050130304

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28

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Masthead (1892)

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070301

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29

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The regeneration of the tail in lumbriculus (1892)

Randolph, Harriet

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 317-344

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070304

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A study of Stenostoma leucops O. SchmWork from the Morphological Laboratory of the University of Michigan, under the supervision of J. E. Reighard, was accepted as a thesis for the degree of Master of Philosophy. (1892)

Ott, Harvey N.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 263-304

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070302

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Masthead (1892)

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070101

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Vertebrate cephalogenesis. II. A contribution to the morphology of the vertebrate ear, with a reconsideration of its functions (1892)

Ayers, Howard

New York, NY : Wiley-Blackwell

Journal of Morphology 6 (1892), S. 1-360

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050060101

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33

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The embryology of limulus (1892)

Kingsley, J. S.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 35-68

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070104

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34

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On the phenomena of sex-differentiation (1892)

Watasé, S.

New York, NY : Wiley-Blackwell

Journal of Morphology 6 (1892), S. 481-493

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050060302

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35

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Studies on the development of the ear of amblystoma. Part I.: Development of the auditory vesicle (1892)

Norris, H. W.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 23-34

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 27 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070103

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On degenerate types of scapular and pelvic arches in the lacertilia (1892)

Cope, E. D.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 223-244

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 1 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070204

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On the eyes of polychætous annelids (1892)

Andrews, E. A.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 169-222

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070203

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The cell-lineage of Nereis. A contribution to the cytogeny of the annelid body (1892)

Wilson, Edmund B.

New York, NY : Wiley-Blackwell

Journal of Morphology 6 (1892), S. 361-480

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050060301

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On the morphology of the skull in the mosasauridæ (1892)

Baur, G.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 1-22

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070102

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Masthead (1892)

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892)

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070201

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Spiral modification of metamerism (1892)

Morgan, T. H.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 245-251

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 3 Ill.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070205

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Investigations in physiological morphology. III. Experiments on cleavage (1892)

Loeb, Jacques

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 253-262

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070206

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A microscopical study of changes due to functional activity in nerve cells (1892)

Hodge, C. F.

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 95-168

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Additional Material: 6 Tab.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070202

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Further observations on the gustatory organs of the mammalia (1892)

Tuckerman, Frederick

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 69-94

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070105

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A study in foot structure (1892)

Cary, Austin

New York, NY : Wiley-Blackwell

Journal of Morphology 7 (1892), S. 305-316

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ISSN: 0362-2525

Keywords: Life and Medical Sciences ; Cell & Developmental Biology

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Biology , Medicine

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/jmor.1050070303

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