Notes and References 369
109. R. Cont: cond-mat/9705075
110. T. Lux: Appl. Econ. Lett. 3, 701 (1996)
111. N. Crato and P. J. F. de Lima: Econ. Lett. 45, 281 (1994); Z. Ding, C. W. J.
Granger,andR.F.Engle:J.Emp.Finance1, 83 (1993)
112. N. Vandewalle and M. Ausloos: Physica A 268, 240 (1999)
113. T. Ohira, N. Sazuka, K. Marumo, T. Shimizu, M. Takayasu, and H. Takayasu:
Physica A 308, 368 (2002)
114. V. Plerou, P. Gopikrishnan, L. A. N. Amaral, X. Gabaix, and H. E. Stanley:
Phys. Rev. E 62, 3023 (1999)
115. M. Potters, R. Cont, and J.-P. Bouchaud: Europhys. Lett. 41, 239 (1998)
116. F. Black: in Proceedings of the 1976 American Statistical Association, Busi-
ness and Economical Statistics Section (American Statistical Association,
Alexandria, VA 1976) p. 177
117. J.-P. Bouchaud, A. Matacz, and M. Potters: Phys. Rev. Lett. 87, 228701
(2001)
118. J. Perell´o and J. Masoliver: cond-mat/0202203
119. A. A. Dr˘agulescu and V. M. Yakovenko: cond-mat/0203046
120. T. Guhr and B. K¨alber: J. Phys. A: Math. Gen. 36, 3009 (2003)
121. L. Laloux, P. Cizeau, J.-P. Bouchaud, and M. Potters: Phys. Rev. Lett. 83,
1467 (1999)
122. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley:
Phys. Rev. Lett. 83, 1471 (1999)
123. M. L. Mehta: Random Matrices (Academic, Boston 1991); T. Guhr, A. M¨uller-
Gr¨ohling, and H. A. Weidenm¨uller: Phys. Rep. 299, 190 (1998)
124. J. Kwapi´en, S. Dro˙zd˙z, F. Gr¨ummer, F. Ruf, and J. Speth: cond-mat/0108068
125. J. D. Noh: Phys. Rev. E 61, 5981 (2000)
126. W.-J. Ma, C.-K. Hu, and R. E. Amritkar: Phys. Rev. E 70, 026101 (2004)
127. S. Dro˙zd˙z, J. Kwapi´en, F. Gr¨ummer, F. Ruf, and J. Speth: Physica A 299,
144 (2001)
128. R. N. Mantegna: Eur. Phys. J. 11, 193 (1999)
129. G. Bonanno, N. Vandewalle, and R. N. Mantegna: Phys. Rev. E 62, 7615
(2000)
130. G. Bonanno, F. Lillo, and R. N. Mantegna: cond-mat/0009350
131. H.-J. Kim, Y. Lee, I.-M. Kim, and B. Kahng: cond-mat/0107449
132. G. Cuniberti and L. Matassini: Eur. Phys. J. B 20, 561 (2001)
133. G. Cuniberti, M. Porto, and H. E. Roman: Physica A 299, 262 (2001)
134. U. Frisch: Turbulence (Cambridge University Press, Cambridge 1995)
135. B. Chabaud, A. Naert, J. Peinke, F. Chill`a, B. Castaing, and B. H´ebral: Phys.
Rev. Lett. 73, 3227 (1994)
136. R. Friedrich and J. Peinke: Phys. Rev. Lett. 78, 863 (1997)
137. M. Ragwitz and H. Kantz: Phys. Rev. Lett. 87, 254501 (2001)
138. J. Timmer: Chaos, Solitons, Fractals 11, 2571 (2000)
139. A. LaPorta, G. A. Voth, A. M. Crawford, J. Alexander, and E. Bodenschatz:
Nature 409, 1017 (2001)
140. W. Breymann and S. Ghashghaie: in Proceedings of the Workshop on Econo-
physics, Budapest, July 21–27, 1997
141. S. Ghashghaie, W. Breymann, J. Peinke, P. Talkner, and Y. Dodge: Nature
381, 767 (1996)
142. F. Schmitt, D. Schertzer, and S. Lovejoy: Appl. Stoch. Models Data Anal.
15, 29 (1999)
143. U. M¨uller, M. M. Dacorogna, R. D. Dav´e, R. B. Olsen, O. V. Pictet, and J.
E. von Weizs¨acker: J. Emp. Finance 4, 211 (1997)
144. A. Arn´eodo, J.-F. Muzy, and D. Sornette: Eur. Phys. J. B 2, 277 (1998)