Dear Colleagues,
the February web page of www.econophysics.org is on-line, highlighting:
two papers:
K. Fatai, L. Oxley, F. G. Scrimgeour.
Modeling and forecasting the demand for electricity in New Zeland: a
comparison of altrnative approaches.
Energy J 24 No. 1, 2003, pp. 75-102.
M. H. Pesaran, Y. Shin, R. J. Smith.
Structural analysis of vector error correction models with exogenous I(1)
variables.
J Econometrics 97 No. 2, August 2000, pp. 293-343.
and the following books:
Sergio Focardi, Frank J. Fabozzi
The Mathematics of Financial Modeling and Investment Management
John Wiley & Sons
C.A. Favero
Applied Macroeconometrics
Oxford
F. Schweitzer
Brownian agents and active particles
Springer
Best wishes to everybody
Enrico Scalas
|