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  • 2000-2004  (6)
  • 2001  (6)
  • 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  (2)
  • PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order  (2)
  • Social capital (Sociology)  (2)
Source
Material
Years
  • 2000-2004  (6)
Year
Keywords
  • 1
    Unknown
    Social capital : theory and research (2001)
    New York : Aldine de Gruyter
    Sociology and economics  
    Details
    Keywords: Capital social (Sociologie) ; Réseaux sociaux. ; Social capital (Sociology) ; Social networks. ; Social structure. ; Structure sociale.
    Pages: xii, 333 p.
    ISBN: 0-585-48509-7
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=101506
    Library Location Call Number Volume/Issue/Year Availability
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    E-Book (German National Licenses)
  • 2
    Unknown
    Social capital : a theory of social structure and action (2001)
    Cambridge ; New York : Cambridge University Press
    Structural analysis in the social sciences  
    Details
    Keywords: Action sociale. ; Capital social (Sociologie) ; Réseaux sociaux. ; Social action. ; Social capital (Sociology) ; Social networks.
    Pages: xiv, 278 p.
    ISBN: 0-511-01947-5
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=74320
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    E-Book (German National Licenses)
  • 3
    Electronic Resource
    Electronic Resource
    Empirical properties of the variety of a financial portfolio and the single-index model (2001)
    Springer
    The European physical journal 20 (2001), S. 503-509 
    Details
    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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  • 4
    Electronic Resource
    Electronic Resource
    Subleading long-range interactions and violations of finite size scaling (2001)
    Springer
    The European physical journal 21 (2001), S. 251-268 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We study the behavior of systems in which the interaction contains a long-range component that does not dominate the critical behavior. Such a component is exemplified by the van der Waals force between molecules in a simple liquid-vapor system. In the context of the mean spherical model with periodic boundary conditions we are able to identify, for temperatures close above T c, finite-size contributions due to the subleading term in the interaction that are dominant in this region decaying algebraically as a function of L. This mechanism goes beyond the standard formulation of the finite-size scaling but is to be expected in real physical systems. We also discuss other ways in which critical point behavior is modified that are of relevance for analysis of Monte Carlo simulations of such systems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170201
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    Paper (German National Licenses)
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  • 5
    Electronic Resource
    Electronic Resource
    Langevin dynamics of financial systems: A second-order analysis (2001)
    Springer
    The European physical journal 22 (2001), S. 123-127 
    Details
    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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    Paper (German National Licenses)
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  • 6
    Electronic Resource
    Electronic Resource
    Two-point correlation function in systems with van der Waals type interaction (2001)
    Springer
    The European physical journal 23 (2001), S. 211-219 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: The behavior of the bulk two-point correlation function G( ;T| d ) in d-dimensional system with van der Waals type interactions is investigated and its consequences on the finite-size scaling properties of the susceptibility in such finite systems with periodic boundary conditions is discussed within mean-spherical model which is an example of Ornstein and Zernike type theory. The interaction is supposed to decay at large distances r as r - (d + σ), with 2 〈 d 〈 4, 2 〈 σ 〈 4 and d + σ≤6. It is shown that G( ;T| d ) decays as r - (d - 2) for 1 ≪r≪ξ, exponentially for ξ≪r≪r *, where r * = (σ - 2)ξlnξ, and again in a power law as r - (d + σ) for r≫r *. The analytical form of the leading-order scaling function of G( ;T| d ) in any of these regimes is derived.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170070
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    Paper (German National Licenses)
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