Carey Allen Caginalp : Citation Profile


Are you Carey Allen Caginalp?

Chapman University (20% share)

3

H index

0

i10 index

12

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   1 years (2018 - 2019). See details.
   Cites by year: 12
   Journals where Carey Allen Caginalp has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1396
   Updated: 2020-10-17    RAS profile: 2019-04-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Carey Allen Caginalp.

Is cited by:

Lee, Jin Man (1)

Cerqueti, Roy (1)

Cites to:

Smith, Vernon (5)

Shleifer, Andrei (4)

Smith, Vernon (4)

Williams, Arlington (3)

Scholes, Myron (3)

Pogorelskiy, Kirill (2)

Porter, David (2)

Thaler, Richard (2)

Miller, Merton (2)

Lee, Charles (2)

Plott, Charles (1)

Main data


Where Carey Allen Caginalp has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Carey Allen Caginalp (2020 and 2019)


YearTitle of citing document
2020Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103.

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2020Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity. (2020). Sarkissian, Jack. In: Papers. RePEc:arx:papers:2002.04212.

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2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

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2020Machine Learning Classification of Price Extrema Based on Market Microstructure Features: A Case Study of S&P500 E-mini Futures. (2020). Arnaboldi, Luca ; Sokolovsky, Artur. In: Papers. RePEc:arx:papers:2009.09993.

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2019Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation. (2019). Caginalp, Gunduz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:807-824.

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2019A Generalized Error Distribution Copula-based method for portfolios risk assessment. (2019). Cerqueti, Roy ; Giacalone, Massimiliano ; Panarello, Demetrio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:687-695.

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2020Quantum coupled-wave theory of price formation in financial markets: Price measurement, dynamics and ergodicity. (2020). Sarkissian, Jack. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120300911.

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2020Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple. (2020). Altintig, Ayca Z ; Atikka, Ozgur ; Okur, Mustafa ; Soylu, Pinar Kaya. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:107-:d:364466.

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2019“Chicago Mercantile Exchange Bitcoin Futures: Volatility, Liquidity and Margin”. (2019). Lee, Jin Man ; Choi, Jin W ; Luft, Carl . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:69:y:2019:i:3:p:55-74.

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2019Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation. (2019). Caginalp, Gunduz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:807-824.

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Works by Carey Allen Caginalp:


YearTitleTypeCited
2018Asset Price Volatility and Price Extrema In: Papers.
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2018The Quotient of Normal Random Variables And Application to Asset Price Fat Tails In: Papers.
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paper3
2018The quotient of normal random variables and application to asset price fat tails.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 3
article
2018Valuation, Liquidity Price, and Stability of Cryptocurrencies In: Papers.
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paper3
2018A Dynamical Systems Approach to Cryptocurrency Stability In: Papers.
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2019Cryptocurrency Equilibria Through Game Theoretic Optimization In: Papers.
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paper1
2019Price equations with symmetric supply/demand; implications for fat tails In: Papers.
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paper3
2019Price equations with symmetric supply/demand; implications for fat tails.(2019) In: Economics Letters.
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This paper has another version. Agregated cites: 3
article
2018Hierarchies of N-point functions for nonlinear conservation laws with random initial data In: Physica A: Statistical Mechanics and its Applications.
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article0

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