Measuring the Social Relations: Social Distance in Social Structure - a Study of Prison Community (English)
- New search for: Pabjan, B.
- New search for: Pabjan, B.
In:
ACTA PHYSICA POLONICA SERIES B
;
36
, 8
;
2559-2574
;
2005
-
ISSN:
- Article (Journal) / Print
-
Title:Measuring the Social Relations: Social Distance in Social Structure - a Study of Prison Community
-
Contributors:Pabjan, B. ( author )
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Published in:ACTA PHYSICA POLONICA SERIES B ; 36, 8 ; 2559-2574
-
Publisher:
- New search for: Institute of Physics, Jagellonian University
-
Publication date:2005-01-01
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Size:16 pages
-
ISSN:
-
Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 530
- Further information on Dewey Decimal Classification
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Classification:
DDC: 530 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 36, Issue 8
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 2403
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Analysis of Financial Time-Series and Market Models - Statistical Properties of Old and New Techniques in Detrended Analysis of Time SeriesGrech, D. et al. | 2005
- 2403
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Statistical Properties of Old and New Techniques in Detrended Analysis of Time SeriesGrech, D. / Mazur, Z. et al. | 2005
- 2415
-
Is Discretization of the Stochastic Continuous-Time Processes a Reason for the Non-Linear Long-Term Autocorrelations Observed in High-Frequency Financial Time-Series?Kozlowska, M. / Switala, F. / Kutner, R. et al. | 2005
- 2415
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Analysis of Financial Time-Series and Market Models - Is Discretization of the Stochastic Continuous-Time Processes a Reason for the Non-Linear Long-Term Autocorrelations Observed in High-Frequency Financial Time-Series?Kozlowska, M. et al. | 2005
- 2423
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Analysis of Financial Time-Series and Market Models - Statistical Properties of Stock Market EigensignalsKwapien, J. et al. | 2005
- 2423
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Statistical Properties of Stock Market EigensignalsKwapien, J. / Drozdz, S. / Oswiecimka, P. et al. | 2005
- 2435
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Analysis of Financial Time-Series and Market Models - 2004 on Warsaw Stock Exchange via Zipf Analysis, Scatter and Lag PlotsBachnik, W. et al. | 2005
- 2435
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2004 on Warsaw Stock Exchange via Zipf Analysis, Scatter and Lag PlotsBachnik, W. et al. | 2005
- 2447
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Investigating Multifractality of Stock Market Fluctuations Using Wavelet and Detrending Fluctuation MethodsOswiecimka, P. et al. | 2005
- 2447
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Analysis of Financial Time-Series and Market Models - Investigating Multifractality of Stock Market Fluctuations Using Wavelet and Detrending Fluctuation MethodsOswiecimka, P. et al. | 2005
- 2459
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Analysis of Financial Time-Series and Market Models - Detecting Subtle Effects of Persistence in the Stock Market DynamicsRak, R. et al. | 2005
- 2459
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Detecting Subtle Effects of Persistence in the Stock Market DynamicsRak, R. et al. | 2005
- 2469
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Analysis of Financial Time-Series and Market Models - From Randomness to Periodicity -- The Effect of Polarization in the Minority Game Strategy SpaceZaluska-Kotur, M. et al. | 2005
- 2469
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From Randomness to Periodicity - the Effect of Polarization in the Minority Game Strategy SpaceZaluska-Kotur, M. et al. | 2005
- 2477
-
Correlations Between the Most Developed (G7) Countries. A Moving Average Window Size OptimisationMiskiewicz, J. / Ausloos, A. et al. | 2005
- 2477
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Analysis of Financial Time-Series and Market Models - Correlations Between the Most Developed (G7) Countries. A Moving Average Window Size OptimisationMiskiewicz, J. et al. | 2005
- 2487
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Optimum Finite Impulse Response (FIR) Low-Pass Filtering of Market DataDyka, A. / Kazmierczak, M. et al. | 2005
- 2487
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Analysis of Financial Time-Series and Market Models - Optimum Finite Impulse Response (FIR) Low-Pass Filtering of Market DataDyka, A. et al. | 2005
- 2495
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Applications of Chebyshev Minimax Deconvolution Filtering to the Estimation of Detrended DataDyka, A. / Kazmierczak, M. et al. | 2005
- 2495
-
Analysis of Financial Time-Series and Market Models - Applications of Chebyshev Minimax Deconvolution Filtering to the Estimation of Detrended DataDyka, A. et al. | 2005
- 2499
-
Properties of Evolving Networks - Log-Periodic Oscillations in Degree Distributions of Hierarchical Scale-Free NetworksSuchecki, K. et al. | 2005
- 2499
-
Log-Periodic Oscillations in Degree Distributions of Hierarchical Scale-Free NetworksSuchecki, K. / Holyst, J. A. et al. | 2005
- 2513
-
Properties of Evolving Networks - Information Theory Point of View on Stochastic NetworksWilk, G. et al. | 2005
- 2513
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Information Theory Point of View on Stochastic NetworksWilk, G. / Wlodarczyk, Z. et al. | 2005
- 2523
-
Properties of Evolving Networks - Matrix Representation of Evolving NetworksMalarz, K. et al. | 2005
- 2523
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Matrix Representation of Evolving NetworksMalarz, K. / Kulakowski, K. et al. | 2005
- 2537
-
Modelling of Social Interactions - Sznajd Model and Its ApplicationsSznajd-Weron, K. et al. | 2005
- 2537
-
Sznajd Model and Its ApplicationsSznajd-Weron, K. et al. | 2005
- 2549
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The Heider Balance and Social DistanceGawronski, P. / Gronek, P. / Kulakowski, K. et al. | 2005
- 2549
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Modelling of Social Interactions - The Heider Balance and Social DistanceGawronski, P. et al. | 2005
- 2559
-
Measuring the Social Relations: Social Distance in Social Structure - a Study of Prison CommunityPabjan, B. et al. | 2005
- 2559
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Modelling of Social Interactions - Measuring the Social Relations: Social Distance in Social Structure -- A Study of Prison CommunityPabjan, B. et al. | 2005
- 2575
-
Value at Risk in the Presence of the Power LawsJaworski, P. et al. | 2005
- 2575
-
Modern Theory of Risk and Portfolio Optimization - Value at Risk in the Presence of the Power LawsJaworski, P. et al. | 2005
- 2589
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Modern Theory of Risk and Portfolio Optimization - Effective Portfolios -- Econometrics and Statistics in Search of Profitable InvestmentsSkórnik-Pokarowska, U. et al. | 2005
- 2589
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Effective Portfolios - Econometrics and Statistics in Search of Profitable InvestmentsSkornik-Pokarowska, U. et al. | 2005
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First Polish Symposium on Econo- and Sociophysics| 2005