References

This folder holds the following references to publications, sorted by year and author.

There are 70 references in this bibliography folder.

Bouchaud, J (2008).
Anomalous Relaxation in Complex Systems: From Stretched to Compressed Exponentials
In: Anomalous Transport: Foundations and Applications, ed. by R. Klages and G. Radons and I. M. Sokolov, pp. 327-345, Wiley-VCH, Berlin.

Lucarini, V (2008).
Response Theory for Equilibrium and Non-Equilibrium Statistical Mechanics: Causality and Generalized Kramers-Kronig Relations
Journal of Statistical Physics, 131(3):543-558.

McDonald, M, Suleman, O, Williams, S, Howison, S, and Johnson, N (2008).
Impact of Unexpected Events, Shocking News, and Rumors on Foreign Exchange Market Dynamics
Physical Review E, 77(4).

Aoki, M and Yoshikawa, H (2007).
Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes
Cambridge University Press, New York, NY. Japan-U.S. Center UFJ Bank Monographs on International Financial Markets.

E.S. Knotek, I (2007).
How Useful is Okun's Law?
In: Economic Review: Fourth Quarter 2007, Federal Reserve Bank of Kansas City, Kansas City, MO.

Naylor, M, Rose, L, and Moyle, B (2007).
Topology of Foreign Exchange Markets Using Hierarchical Structure Methods
Physica A, 382(1):199-208.

Samanidou, E, Zschischang, E, Stauffer, D, and Lux, T (2007).
Agent-Based Models of Financial Markets
Reports on Progress in Physics, 70:409-450.

Axtel, R (2006).
Multi-Agent Systems Macro: A Prospectus
In: Post Walrasian Macroeconomics, ed. by Colander, D., chap. 10, pp. 203-220, New York, Cambridge University Press.

Colander, D (2006).
Post Walrasian Macroeconomics
Cambridge University Press, New York.

LeBaron, B (2006).
Agent-Based Financial Markets: Matching Stylized Facts with Style
In: Post Walrasian Macroeconomics, ed. by Colander, D., chap. 11, pp. 221-235, New York, Cambridge University Press.

Tesfatsion, L (2006).
Agent-Based Computational Modeling and Macroeconomics
In: Post Walrasian Macroeconomics, ed. by Colander, D., chap. 9, pp. 175-202, New York, Cambridge University Press.

Tesfatsion, L and Judd, K (2006).
Handbook of Computational Economics: Agent-Based Computational Economics
Elsevier B.V., vol. 2. Handbooks in Economics 13.

Aoki, M and Yoshikawa, H (2005).
A New Model of Labor Dynamics: Ultrametrics, Okun's Law, and Transient Dynamics
In: Nonlinear Dynamics and Heterogeneous Interacting Agents, ed. by T. Lux and E. Samanidou and S. Reitz, Springer, Berlin, Heidelberg. Lecture Notes in Economics and Mathematical Systems.

Blundell, R and Stoker, T (2005).
Heterogeneity and Aggregation
Journal of Economic Literature, 43(2):347-391.

McDonald, M, Suleman, O, Williams, S, Howison, S, and Johnson, N (2005).
Detecting a Currency's Dominance or Dependence Using Foreign Exchange Network Trees
Physical Review E, 72(4).

Voit, J (2005).
The Statistical Mechanics of Financial Markets
Springer-Verlag, Berlin, 3rd ed.

Bonanno, G, Caldarelli, G, Lillo, F, Micciche, S, Vandewalle, N, and Mantegna, RN (2004).
Networks of Equities in Financial Markets
European Physical Journal B, 38(2):363-371.

Matteo, TD, Aste, T, and Mantegna, RN (2004).
An Interest Rates Cluster Analysis
Physica A, 339(1-2):181-188.

Bonanno, G, Caldarelli, G, Lillo, F, and Mantegna, RN (2003).
Topology of Correlation-Based Minimal Spanning Trees in Real and Model Markets
Physical Review E, 68(4).

Bouchaud, J and Potters, M (2003).
Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management
Cambridge University Press, Cambridge, U. K., 2$^nd$ ed.

Micciche, S, Bonanno, G, Lillo, F, and Mantegna, R (2003).
Degree Stability of a Minimum Spanning Tree of Price Return and Volatility
Physica A, 324(1-2):66-73.

Onnela, J, Chakraborti, A, Kaski, K, and Kertesz, J (2003).
Dynamic Asset Trees and Black Monday
Physica A, 324(1-2):247-252.

Onnela, J, Chakraborti, A, Kaski, K, Kertesz, J, and Kanto, A (2003).
Dynamics of Market Correlations: Taxonomy and Portfolio Analysis
Physical Review E, 68(5).

Bernaschi, M, Grilli, L, and Vergni, D (2002).
Statistical Analysis of Fixed Income Market
Physica A, 308(1-4):381-390.

Onnela, J, Chakraborti, A, Kaski, K, and Kertesz, J (2002).
Dynamic Asset Trees and Portfolio Analysis
European Physical Journal B, 30(3):285-288.