Dresden 2003 – scientific programme
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AKSOE: Physik sozio-ökonomischer Systeme
AKSOE 10: Finanzm
ärkte und Risikomanagement III
Thursday, March 27, 2003, 14:00–15:30, BAR/205
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14:00 | AKSOE 10.1 | Influence of supply and demand on stock price changes — •Philipp Weber and Bernd Rosenow |
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14:30 | AKSOE 10.2 | Exact Hurst exponent and crossover behavior in a limit order market model — •Richard Willmann, Gunter M. Schütz, and Damien Challet |
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15:00 | AKSOE 10.3 | Price formation under local market knowledge — •Miguel A. Santos, Kono Masahiro, Frank Schweitzer, and Heinz Mühlenbein |