| Abstract | 第1-8页 |
| 中文摘要 | 第8-10页 |
| 1 Introduction | 第10-22页 |
| ·Background | 第10-13页 |
| ·History of stock markets | 第10页 |
| ·Emergence of Econophysics:from Physics to Economics | 第10-13页 |
| ·Inverse contribution:from Economics to Physics | 第13页 |
| ·Empirical analysis | 第13-19页 |
| ·Multi-agent models | 第19-22页 |
| 2 Dynamic properties of German DAX and Chinese indices | 第22-38页 |
| ·Data analysis and volatility distribution | 第23-26页 |
| ·Volatility autocorrelation function and detrended fluctuation analysis | 第26-33页 |
| ·Return-volatility correlation and a retarded volatility model | 第33-36页 |
| ·Summary | 第36-38页 |
| 3 Persistence probabilities | 第38-53页 |
| ·Definition of persistence probabilities | 第38-40页 |
| ·Persistence probabilities of German DAX and Chinese indices | 第40-45页 |
| ·General persistence probabilities | 第45-48页 |
| ·Nonlocal description of return-volatility correlation | 第48-51页 |
| ·Summary | 第51-53页 |
| 4 Minority games (MGs) with score-dependent and agent-dependent payoffs | 第53-75页 |
| ·Standard MG with score-dependent and agent-dependent payoffs | 第54-61页 |
| ·Grand canonical MG and persistence probability | 第61-67页 |
| ·Market efficiency and long-range volatility correlations | 第67-71页 |
| ·Thermal MG with score-dependent and agent-dependent payoffs | 第71-73页 |
| ·Summary | 第73-75页 |
| 5 Herding models with feedback interactions | 第75-95页 |
| ·Herding model with volatility interaction | 第76-82页 |
| ·Two-phase phenomena and herding models | 第82-88页 |
| ·Modeling interaction with trading volume in financial dynamics | 第88-93页 |
| ·Summary | 第93-95页 |
| 6 Conclusions | 第95-99页 |
| Bibliography | 第99-105页 |
| List of publications and manuscripts | 第105-106页 |
| Acknowledgements | 第106页 |
