Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins
In this chapter, we provide a survey of research on scaling phenomena in financial data pursued by physicists and compare their methodology and results with the approach of economists dealing with the same topic. We also try to put this work into perspect
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Springer-Verlag Berlin Heidelberg GmbH Physics and Astronomy
ONLINE LlBRARY
http://www.springer.de/phys/
Armin Bunde Jiirgen Kropp Hans Joachim Schellnhuber
The Science of Disasters Climate Disruptions, Heart Attacks, and Market Crashes
With 170 Figures Including 57 Color Figures
Springer
Professor Armin Bunde
Dr. Jiirgen Kropp
justus-Liebig-Universitat Giessen Institut fur Theoretische Physik Heinrich-Buff-Ring 16 35392 Giessen, Germany E-mail: bunde~physik.uni-giessen.de
Potsdam -Institut ftir Klimafolgenforschung Postfach 601203 14412 Potsdam, Germany E-mail: kropp~pik-potsdam.de
Professor Hans Joachim Schellnhuber Potsdam-Institut ftir Klimafolgenforschung Postfach 601203 14412 Potsdam, Germany E-mail: john~pik-potsdam.de
Library of Congress Cataloging-in-Publication Data applied for. Die Deutsche Bibliothek - CIP-Einheitsaufnahme The science of disasters: climate disruptions, heart attacks, and market crashes/ Armin Bunde; jtirgen Kropp; Hans joachim Schellnhuber.Berlin; Heidelberg; New York; Barcelona; Hong Kong; London; Milan; Paris; Tokyo: Springer, 2002 (Physics and astronomy online library) ISBN 978-3-642-56257-0 (eBook) ISBN 978-3-642-62531-2 DOI 10.1007/978-3-642-56257-0
ISBN 978-3-642-62531-2 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer- Verlag. Violations are liable for prosecution under the German Copyright Law.
http://www.springer.de © Springer-Verlag Berlin Heidelberg 2002
Softcover reprint of the hardcover 1St edition 2002 The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: Camera ready copy by the editors Cover design: de'blik, Berlin Printed on acid-free paper
SPIN 10785694
57/3141/tr
54 3 21o
Preface
With this work authors, editors, and the publisher offer a very stimulating and modern book to a broad audience. It is stimulating and modern for several reasons. First it contributes to the culture of monographs as it has developed today. Second, it dwells on interdisciplinary cooperation. Third, it reflects recent progress in nonlinear dynamics of complex systems, one of the most modern fields in science. Fourth, it immediately captures the reader's attention: when she/he starts to turn over the leaves, the reader will be momentarily attracted by the rich variety of topical issues and fields of problems, will feel stimulated by the most inspiring introductory presentations as well as by t
