Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Physica A: Statistical Mechanics and its Applications / Elsevier


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.0824324350.02145520100.04
19910.0827051310136030100.04
199200.08379892102751311000.04
199300.09372126420196491100100.05
19940.010.14561720130.0127751510030.010.04
19950.010.193752095140.01338285100100.07
199600.234472542200.01558314100200.09
19970.020.295413083450.012908221310050.010.1
199800.296103693100150988333.30.11
19990.010.336124305702391151600.14
200000.426224927230432122260300.16
20010.010.446045531500.01479123413070.010.17
20020.010.447006231390.0140412261300.19
20030.010.467556986680.01595130412090.010.2
20040.030.5385578411540.0265714554515.690.010.22
20050.050.5671185522660.0357616107532130.020.23
20060.060.5383793894190.04594156610063130.020.22
20070.060.461021104105120.0567015489564.2300.030.19
20080.10.49693111038370.08532185818564.9300.040.21
20090.090.5536116398230.07365171415263.8140.030.2
20100.150.466151225411420.09332122918080310.050.16
20110.130.574841273812080.09206115115474.7340.070.22
20120.220.666761341417830.13125109924373.7480.070.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:


YearTitleCited
2002Multifractal detrended fluctuation analysis of nonstationary time series. (2002). Bunde, Armin ; Zschiegner, Stephan A. ; Havlin, Shlomo ; Kantelhardt, Jan W. ; Koscielny-Bunde, Eva ; Stanley, Eugene H.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:316:y:2002:i:1:p:87-114.

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85
1997Emergence of cooperation and organization in an evolutionary game. (1997). Challet, Damien ; Zhang, Y.-C., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:246:y:1997:i:3:p:407-418.

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82
1999Mean-field theory for scale-free random networks. (1999). Barabasi, Albert-Laszlo ; Albert, Reka ; Jeong, Hawoong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:272:y:1999:i:1:p:173-187.

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50
2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. (2004). Tabak, Benjamin ; Cajueiro, Daniel O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537.

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47
2003On the size distribution of firms: additional evidence from the G7 countries. (2003). Palestrini, Antonio ; Gaffeo, Edoardo ; Gallegati, Mauro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:117-123.

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46
1997Price variations in a stock market with many agents. (1997). Paczuski, M. ; Bak, P. ; Shubik, M. ; M . Shubik, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:246:y:1997:i:3:p:430-453.

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43
1997Large financial crashes. (1997). Johansen, Anders ; Sornette, Didier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:245:y:1997:i:3:p:411-422.

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40
2004Time-dependent Hurst exponent in financial time series. (2004). Carbone, A. ; Stanley, H. E. ; Castelli, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:344:y:2004:i:1:p:267-271.

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39
2003More statistical properties of order books and price impact. (2003). Bouchaud, Jean-Philippe ; Potters, Marc . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:133-140.

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36
2000Wealth condensation in a simple model of economy. (2000). Bouchaud, Jean-Philippe ; Mezard, Marc . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:282:y:2000:i:3:p:536-545.

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34
2005Structure and evolution of the world trade network. (2005). Garlaschelli, Diego ; Loffredo, Maria I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:355:y:2005:i:1:p:138-144.

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34
2004Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms. (2004). Gallegati, Mauro ; Di Guilmi, Corrado ; Fujiwara, Yoshi ; Souma, Wataru ; Aoyama, Hideaki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:335:y:2004:i:1:p:197-216.

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32
2000Simple model of a limit order-driven market. (2000). Maslov, Sergei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:278:y:2000:i:3:p:571-578.

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31
2000Fractional calculus and continuous-time finance II: the waiting-time distribution. (2000). Scalas, Enrico ; Raberto, Marco ; Mainardi, Francesco ; Gorenflo, Rudolf . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:287:y:2000:i:3:p:468-481.

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31
2002Multifractal Hurst analysis of crude oil prices. (2002). Soriano, Angel ; Cisneros, Myriam ; Alvarez-Ramirez, Jose ; Ibarra-Valdez, Carlos . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:313:y:2002:i:3:p:651-670.

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30
1997Scaling behavior in economics: The problem of quantifying company growth. (1997). Salinger, Michael ; Stanley, Eugene H ; Stanley, Michael H. R, ; Havlin, Shlomo ; Buldyrev, Sergey V ; Maass, Philipp ; Nunes Amaral, Luis A, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:244:y:1997:i:1:p:1-24.

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29
2003Dynamic asset trees and Black Monday. (2003). Chakraborti, A. ; Onnela, J.-P., ; Kaski, K. ; Kertesz, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:247-252.

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29
2001Detecting long-range correlations with detrended fluctuation analysis. (2001). Bunde, Armin ; Havlin, Shlomo ; Rego, Henio H. A, ; Kantelhardt, Jan W ; Koscielny-Bunde, Eva . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:295:y:2001:i:3:p:441-454.

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29
1998On the minority game: Analytical and numerical studies. (1998). Challet, Damien ; Zhang, Yi-Cheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:256:y:1998:i:3:p:514-532.

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28
2006Worrying trends in econophysics. (2006). Keen, Steve ; Gallegati, Mauro ; Lux, Thomas ; Ormerod, Paul . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:370:y:2006:i:1:p:1-6.

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27
2004Modeling electricity prices: jump diffusion and regime switching. (2004). Weron, Rafał ; Trueck, Stefan ; Bierbrauer, M ; Truck, S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:1:p:39-48.

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27
2008Time-varying Hurst exponent for US stock markets. (2008). Rodriguez, Eduardo ; Alvarez-Ramirez, Jose ; Fernandez-Anaya, Guillermo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:24:p:6159-6169.

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27
2004Can one make any crash prediction in finance using the local Hurst exponent idea?. (2004). Grech, D ; Mazur, Z. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:1:p:133-145.

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27
2000Fractional calculus and continuous-time finance. (2000). Scalas, Enrico ; Mainardi, Francesco ; Gorenflo, Rudolf . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:284:y:2000:i:1:p:376-384.

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26
2002Evolution of the social network of scientific collaborations. (2002). Schubert, A ; Neda, Z ; Vicsek, T ; Jeong, H ; Ravasz, E ; Barabasi, A. L, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:311:y:2002:i:3:p:590-614.

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26
2001Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States. (2001). Drgulescu, Adrian ; Yakovenko, Victor M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:299:y:2001:i:1:p:213-221.

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25
2001Scaling properties of foreign exchange volatility. (2001). Gencay, Ramazan ; Whitcher, Brandon ; Genay, Ramazan ; Seluk, Faruk . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:289:y:2001:i:1:p:249-266.

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25
2001Simulation of pedestrian dynamics using a two-dimensional cellular automaton. (2001). Schadschneider, A ; Klauck, K ; Zittartz, J ; Burstedde, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:295:y:2001:i:3:p:507-525.

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25
2006Fractionally integrated process for transition economics. (2006). Podobnik, Boris ; Jagric, Timotej ; Grosse, Ivo ; Stanley, Eugene H. ; Fu, Dongfeng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:362:y:2006:i:2:p:465-470.

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25
2001Differentiating intraday seasonalities through wavelet multi-scaling. (2001). Gencay, Ramazan ; Whitcher, Brandon ; Genay, Ramazan ; Seluk, Faruk . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:289:y:2001:i:3:p:543-556.

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24
2007Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:373:y:2007:i:c:p:603-614.

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24
2007The topology of interbank payment flows. (2007). Soramäki, Kimmo ; Bech, Morten ; Arnold, Jeffrey ; Beyeler, Walter E. ; Glass, Robert J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:379:y:2007:i:1:p:317-333.

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24
1999Self-organized percolation model for stock market fluctuations. (1999). Sornette, Didier ; Stauffer, Dietrich . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:271:y:1999:i:3:p:496-506.

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22
2002Simulation of evacuation processes using a bionics-inspired cellular automaton model for pedestrian dynamics. (2002). Schadschneider, Andreas ; Kirchner, Ansgar . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:312:y:2002:i:1:p:260-276.

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22
2006Correlation networks among currencies. (2006). Takayasu, Hideki ; Mizuno, Takayuki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:364:y:2006:i:c:p:336-342.

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21
2005Testing for time-varying long-range dependence in volatility for emerging markets. (2005). Tabak, Benjamin ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:346:y:2005:i:3:p:577-588.

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21
2004Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact. (2004). Silva, Christian A. ; Yakovenko, Victor M. ; Prange, Richard E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:344:y:2004:i:1:p:227-235.

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21
2001Agent-based simulation of a financial market. (2001). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; FOCARDI, SERGIO M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:299:y:2001:i:1:p:319-327.

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21
2007The Hurst exponent in energy futures prices. (2007). Serletis, Apostolos ; Rosenberg, Aryeh Adam . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:380:y:2007:i:c:p:325-332.

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21
2006A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate. (2006). Rahmani, B. ; Norouzzadeh, P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:367:y:2006:i:c:p:328-336.

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21
2004Pareto law in a kinetic model of market with random saving propensity. (2004). Chatterjee, Arnab ; Manna, S. S, ; Chakrabarti, Bikas K.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:335:y:2004:i:1:p:155-163.

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21
2000Social percolation models. (2000). Stauffer, Dietrich ; Solomon, Sorin ; Jan, Naeem ; de Arcangelis, Lucilla ; Weisbuch, Gerard . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:277:y:2000:i:1:p:239-247.

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20
1997New evidence for the power-law distribution of wealth. (1997). Levy, Moshe ; Solomon, Sorin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:242:y:1997:i:1:p:90-94.

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20
2008A multifractal approach for stock market inefficiency. (2008). Figliola, A. ; Rosso, O. A. ; Garavaglia, M. ; Zunino, L. ; Perez, D. G. ; Tabak, B. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:26:p:6558-6566.

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20
2008Empirical distributions of Chinese stock returns at different microscopic timescales. (2008). Gu, Gao-Feng ; Chen, Wei ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:2:p:495-502.

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19
2003On size and growth of business firms. (2003). Riccaboni, Massimo ; Pammolli, Fabio ; De Fabritiis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:38-44.

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19
2005A stabilization theorem for dynamics of continuous opinions. (2005). Lorenz, Jan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:355:y:2005:i:1:p:217-223.

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19
1997Correlations in economic time series. (1997). Stanley, Eugene H. ; LIU, Yanhui ; Cizeau, Pierre ; Peng, C.-K., ; Meyer, Martin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:245:y:1997:i:3:p:437-440.

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19
1999Finite-size effects in Monte Carlo simulations of two stock market models. (1999). Stauffer, D. ; Lux, T. ; Egenter, E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:268:y:1999:i:1:p:250-256.

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19
2004Evidence of long range dependence in Asian equity markets: the role of liquidity and market restrictions. (2004). Tabak, Benjamin ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:342:y:2004:i:3:p:656-664.

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19

Citing documents used to compute impact factor 243:


YearTitleSee
2012Evaluation of network robustness using a node tearing algorithm. (2012). Ma, A. ; Mondragon, R. J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6674-6681.

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[Citation Analysis]
2012Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model. (2012). Dupoyet, B. ; Fiebig, H. R. ; Musgrove, D. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4350-4363.

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[Citation Analysis]
2012Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics. (2012). Caraiani, Petre. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:13:p:3629-3637.

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[Citation Analysis]
2012The effects of observational correlated noises on multifractal detrended fluctuation analysis. (2012). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4100-4110.

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[Citation Analysis]
2012A Semi-Markov Modulated Interest Rate Model. (2012). Salvi, Giovanni ; Manca, Raimondo ; D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1210.3164.

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[Citation Analysis]
2012A suggested statistical test for measuring bivariate nonlinear dependence. (2012). Da Silva, Sergio ; Figueiredo, Annibal ; Matsushita, Raul . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4891-4898.

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[Citation Analysis]
2012The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test. (2012). Wan, Jieqiu ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6051-6059.

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[Citation Analysis]
2012Tsallis statistics and magnetospheric self-organization. (2012). Sarafopoulos, D. ; Xenakis, M. N. ; Karakatsanis, L. P. ; Pavlos, G. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3069-3080.

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[Citation Analysis]
2012Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma, Part one: Sunspot dynamics. (2012). Pavlos, G. P. ; Xenakis, M. N. ; Karakatsanis, L. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6287-6319.

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[Citation Analysis]
2012Statistical properties of the yuan exchange rate index. (2012). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512.

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[Citation Analysis]
2012The time-singularity multifractal spectrum distribution. (2012). Xiong, Gang ; Zhang, Shuning ; Liu, Qiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4727-4739.

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[Citation Analysis]
2012The fractal energy measurement and the singularity energy spectrum analysis. (2012). Xiong, Gang ; Yang, Xiaoniu ; Zhang, Shuning . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6347-6361.

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[Citation Analysis]
2012Statistical mechanics of networks: Estimation and uncertainty. (2012). Desmarais, B. A. ; Cranmer, S. J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1865-1876.

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[Citation Analysis]
2012A two-tail version of the PPS distribution with application to current account balance data. (2012). Sarabia, José María ; Prieto, Faustino ; Saez, Antonio Jose . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5160-5171.

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[Citation Analysis]
2012The coupling effect of the process sequence and the parity of the initial capital on Parrondo’s games. (2012). Wang, Lu ; Zhu, Yong-fei ; Ye, Ye ; Meng, Rui ; Xie, Neng-gang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5197-5207.

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[Citation Analysis]
2012Mobility matrix evolution for an SIS epidemic patch model. (2012). Noble, Benjamin ; Van Gorder, Robert A. ; Sanders, Johnathan ; Riggs, Cortney . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6256-6267.

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[Citation Analysis]
2012Variation dynamics of the complex topology of a seismicity network. (2012). Chiao, Ling-Yun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:497-507.

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[Citation Analysis]
2012The impact of authorities’ media and rumor dissemination on the evolution of emergency. (2012). Zhang, Ding ; Chen, Yucheng ; Ma, Ting ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3978-3987.

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[Citation Analysis]
2012The effect of blending granular aggregates of different origin on the strength of concrete. (2012). Vidales, A. M. ; Uac, R. O. ; Benegas, O. A. ; Medici, M. E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1934-1941.

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[Citation Analysis]
2012SIHR rumor spreading model in social networks. (2012). Cui, Hongxin ; Chen, Yucheng ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2444-2453.

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[Citation Analysis]
2012The scaling of human mobility by taxis is exponential. (2012). Xu, Ke ; Zheng, Xudong ; Liang, Xiao ; Zhu, Tongyu ; Lv, Weifeng, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2135-2144.

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[Citation Analysis]
2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. (2012). Wang, Gang-Jin ; Sun, Bo ; Han, Feng ; Xie, Chi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4136-4146.

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2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

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2012The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20125.

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2012A study of the interplay between the structure variation and fluctuations of the Shanghai stock market. (2012). Sen, Hu ; Chunxia, Yang ; Bingying, Xia ; Rui, Wang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3198-3205.

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2012Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:187-208.

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2012Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711.

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2012Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158.

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2012Dimer statistics of honeycomb lattices on Klein bottle, Möbius strip and cylinder. (2012). Zhang, Heping ; Li, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3833-3848.

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2012A comparison of Spillover Effects before, during and after the 2008 Financial Crisis. (2012). Rea, William ; Reale, Marco ; Scarrott, Carl . In: Working Papers in Economics. RePEc:cbt:econwp:12/03.

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2012Modeling Financial Volatility in the Presence of Abrupt Changes. (2012). Ross, Gordon J.. In: Papers. RePEc:arx:papers:1212.6016.

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2012The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRANs Methanol. (2012). Naderi, Esmaeil ; gandali alikhani, nadiya ; Delavari, Majid . In: MPRA Paper. RePEc:pra:mprapa:48788.

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2012The Effect of Crude Oil Price on the Methanol price. (2012). gandali alikhani, nadiya ; Delavari, Majid . In: MPRA Paper. RePEc:pra:mprapa:49727.

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2012On interrelations of recurrences and connectivity trends between stock indices. (2012). Goswami, B. ; Marwan, N. ; Kurths, J. ; Ambika, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4364-4376.

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2012Analysis of electromagnetic pre-seismic emissions using Fisher information and Tsallis entropy. (2012). Minadakis, G. ; Potirakis, S. M. ; Eftaxias, K.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:300-306.

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2012Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004–2010 seismicity of Aswan area (Egypt). (2012). ElBary, Rafaat ElShafey Fat, ; El-hady, Sherif ; ElGabry, Mohamed ; Mohamed, Abuo El-Ela Amin, ; Lovallo, Michele ; Telesca, Luciano ; Elenean, Kamal M. Abou, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2889-2897.

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2012Power spectrum and Fisher–Shannon information plane analysis of tidal records. (2012). Pierini, Jorge O. ; Lovallo, Michele ; Telesca, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4711-4719.

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2012The role of propagating stress waves on a geophysical scale: Evidence in terms of nonextensivity. (2012). Nomicos, C. ; Potirakis, S. M. ; Eftaxias, K. ; Stonham, J. ; Minadakis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5648-5657.

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2012Self-similar scaling of density in complex real-world networks. (2012). ubelj, Lovro ; Blagus, Neli ; Bajec, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2794-2802.

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2012Extractive summarization using complex networks and syntactic dependency. (2012). Costa, Luciano da F., ; Oliveira, Osvaldo N. ; Nunes, Maria G. V., ; Amancio, Diego R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1855-1864.

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2012Evolution of Cooperation in the Snowdrift Game with Incomplete Information and Heterogeneous Population. (2012). Laruelle, Annick ; Barreira da Silva Rocha, André ; Barreira da Silva Rocha, Andre, . In: IKERLANAK. RePEc:ehu:ikerla:201262.

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2012Replicator Dynamics and Evolutionary Stable Strategies in Heterogeneous Games. (2012). Laruelle, Annick ; Barreira da Silva Rocha, André ; Kapetanios, George ; Shin, Yongcheol ; Mitchell, James . In: Discussion Papers in Economics. RePEc:lec:leecon:11/54.

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2012Random mobility and the evolution of cooperation in spatial N-player iterated Prisoner’s Dilemma games. (2012). Kirley, Michael ; Chiong, Raymond . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3915-3923.

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2012Transport of volume in a binary liquid. (2012). Bringuier, E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5064-5075.

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2012On the Peter Principle: An agent based investigation into the consequential effects of social networks and behavioural factors. (2012). Fetta, A. G. ; Knight, V. A. ; Harper, P. R. ; Williams, J. E. ; Vieira, I. T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2898-2910.

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2012Mixed traffic flow model considering illegal lane-changing behavior: Simulations in the framework of Kerner’s three-phase theory. (2012). Yang, Haifei ; Hu, Xiaojian ; Wang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5102-5111.

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2012Cross-correlations between agricultural commodity futures markets in the US and China. (2012). Lu, Xinsheng ; Li, Zhihui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3930-3941.

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2012Trading networks, abnormal motifs and stock manipulation. (2012). W.-X. Zhou, ; Jiang, Zhi-Qiang ; Zhang, Yong-Jie ; Xiong, Xiong ; Xie, Wen-Jie ; W. -X. Zhou, . In: Papers. RePEc:arx:papers:1301.0007.

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2012Comments on “Scale-free networks without growth”. (2012). Liu, Jing ; Zhong, Weicai . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2163-2165.

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2012Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm. (2012). Liu, Chuang ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5704-5711.

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2012Uncovering missing links with cold ends. (2012). Lu, Linyuan ; Zhu, Yu-Xiao ; Zhou, Tao ; Zhang, Qian-Ming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5769-5778.

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2012Personal artist recommendation via a listening and trust preference network. (2012). Yin, Chun-Xia ; Chu, Tao ; Peng, Qin-Ke . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1991-1999.

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2012Scaling, stability and distribution of the high-frequency returns of the IBEX35 index. (2012). David G'omez-Ullate, ; Pablo Su'arez-Garc'ia, . In: Papers. RePEc:arx:papers:1208.0317.

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2012On a modified quantum statistical mechanics based on the Hartley information. (2012). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5439-5452.

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2012Population persistence in weakly-coupled sinks. (2012). Pamplona da Silva, D. J., ; Kraenkel, R. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:142-146.

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2012Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm. (2012). Zhang, Wei-Guo ; Xiao, Wei-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6418-6431.

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2012Relationship Between Prices of Food, Fuel and Biofuel. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic. RePEc:ags:eaa131:135793.

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2012Regime-Dependent Topological Properties of Biofuels Networks. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel. In: CAMA Working Papers. RePEc:een:camaaa:2012-49.

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2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:5:p:1380-1391.

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2012Frequency–rank correlations of rhodopsin mutations with tuned hydropathic roughness based on self-organized criticality. (2012). Phillips, J. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5473-5478.

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2012Spatial evolution character of multi-objective evolutionary algorithm based on self-organized criticality theory. (2012). Zhang, Bu-han ; Liu, Yi-Fang ; Wu, Xiao-shan ; Wang, Kui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5490-5499.

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2012Admissible consensus and consensualization of high-order linear time-invariant singular swarm systems. (2012). Xi, Jianxiang, ; Shi, Zongying ; Zhong, Yisheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5839-5849.

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2012Multi-q pattern analysis: A case study in image classification. (2012). Lopes, Francisco J. P., ; Gonalves, Wesley N. ; Fabbri, Ricardo ; Bruno, Odemir M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:19:p:4487-4496.

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2012Measuring statistical evenness: A panoramic overview. (2012). Eliazar, Iddo I. ; Sokolov, Igor M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1323-1353.

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2012Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting. (2012). Lin, Chiun-Sin ; Chiu, Sheng-Hsiung . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2583-2590.

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2012The overnight effect on the Taiwan stock market. (2012). Lih, Jiann-Shing ; Tsai, Kuo-Ting ; Ko, Jing-Yuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6497-6505.

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2012Comprehensive analysis of market conditions in the foreign exchange market. (2012). Sato, Aki-Hiro ; Hayashi, Takaki ; Hoyst, Janusz . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:7:y:2012:i:2:p:167-179.

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2012Psychophysics of time perception and valuation in temporal discounting of gain and loss. (2012). Han, Ruokang ; Takahashi, Taiki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6568-6576.

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2012Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model. (2012). Guangxi, Cao ; Cao, Guangxi . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:48:y:2012:i:0:p:230-248.

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2012MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS. (2012). Trenca, Ioan ; Razvan, Capusan ; Ioan, Trenca ; Anita, Plesoianu . In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2012:i:1:p:784-790.

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2012What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications. (2012). Wang, Yudong ; Wu, Chongfeng . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360.

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2012Research on the relationship between the multifractality and long memory of realized volatility in the SSECI. (2012). Li, Handong ; Jia, Zhanliang ; Cui, Meilan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:740-749.

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2012The valuation of equity warrants in a fractional Brownian environment. (2012). Zhang, Weiguo ; Xiao, Weilin ; Xu, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1742-1752.

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2012Intraday volatility and network topological properties in the Korean stock market. (2012). YOUN, JANGHYUK ; Chang, Woojin ; Lee, Junghoon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1354-1360.

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2012Sovereign debt crisis in the European Union: A minimum spanning tree approach. (2012). Dias, Joo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2046-2055.

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2012Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa. (2012). Cifter, Atilla. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:2:p:127-142.

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2012Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach. (2012). Xiang, Guocheng ; Lai, Kin Keung ; He, Kaijian . In: Energies. RePEc:gam:jeners:v:5:y:2012:i:4:p:1018-1043:d:17268.

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2012An extended clique degree distribution and its heterogeneity in cooperation–competition networks. (2012). Feng, Ai-Xia ; Zhou, Yue-Ping ; Xu, Xiu-Lian ; Wang, Jian ; Chang, Hui ; He, Da-Ren ; Fu, Chun-Hua . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2454-2462.

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2012Simulation of nonlinear interest rates in quantum finance: Libor Market Model. (2012). Baaquie, Belal E. ; Tang, Pan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1287-1308.

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2012A top–bottom price approach to understanding financial fluctuations. (2012). Andrade, Roberto F. S., ; Miranda, Jose G. V., ; Rivera-Castro, Miguel A. ; Borges, Ernesto P. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1489-1496.

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2012Nonlinear growth in weighted networks with neighborhood preferential attachment. (2012). Ban, Yifang ; Rui, Yikang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4790-4797.

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2012Intra-urban human mobility patterns: An urban morphology perspective. (2012). Kang, Chaogui ; Liu, Yu ; Ma, Xiujun ; Tong, Daoqin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1702-1717.

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2012The endogenous dynamics of financial markets: Interaction and information dissemination. (2012). Xia, BingYing ; Hu, Sen ; Yang, Chunxia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3513-3525.

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2012Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556.

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2012Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market. (2012). Tian, Jie ; Li, Zhihui ; Zhou, Ying ; Lu, Xinsheng . In: Working Papers. RePEc:aut:wpaper:201208.

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2012Enhancing consensus in weighted networks with coupling time-delay. (2012). Ning, Bo ; Ren, Quansheng ; Zhao, Jianye . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3061-3068.

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2012Fitting Chinese syllable-to-character mapping spectrum by the beta rank function. (2012). LI, WENTIAN . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1515-1518.

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2012Effects of the turnover rate on the size distribution of firms: An application of the kinetic exchange models. (2012). Chakrabarti, Anindya S.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6039-6050.

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2012On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349.

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2012Formation of share market prices under heterogeneous beliefs and common knowledge. (2012). Giannoccolo, Pierpaolo ; Biondi, Yuri ; Galam, Serge . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5532-5545.

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2012Identifying financial crises in real time. (2012). Fonseca, Eder Lucio ; Muruganandam, Paulsamy ; Cerdeira, Hilda A. ; Ferreira, Fernando F.. In: Papers. RePEc:arx:papers:1204.3136.

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2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1203.4979.

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2012The use of the Hurst exponent to investigate the global maximum of the Warsaw Stock Exchange WIG20 index. (2012). Domino, Krzysztof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:156-169.

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2012Complexity of major UK companies between 2006 and 2010: Hierarchical structure method approach. (2012). Shirvani, Ayoub ; Ulusoy, Tolga ; Keskin, Mustafa ; Kantar, Ersin ; Donmez, Cem ar ; Deviren, Bayram . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5121-5131.

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2012Agent based reasoning for the non-linear stochastic models of long-range memory. (2012). Kononovicius, A. ; Gontis, V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1309-1314.

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2012A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782.

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2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1203.6507.

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2012Evolutionary Model of the Growth and Size of Firms. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1208.1123.

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2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:37865.

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2012Evolutionäre Diffusion und der Produktlebenszyklus von Gebrauchsgütern. (2012). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:59748.

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2012Evolutionary model of the growth and size of firms. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3751-3769.

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2012Evolutionary model of the personal income distribution. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5628-5642.

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2012Surveying network community structure in the hidden metric space. (2012). Wu, Kaiyuan ; Zheng, Zhiming ; Zhang, Zhanli ; Jiang, Xin ; Tang, Shaoting ; Ma, Lili . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:371-378.

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2012A simple combinatorial method to describe particle retention time in random media with applications in chromatography. (2012). Lima, Eder C. ; da Silva, Roberto ; Lamb, Luis C. ; Dupont, Jairton . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:1-7.

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2012Population persistence in weakly-coupled sinks. (2012). Pamplona da Silva, D. J., ; Kraenkel, R. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:142-146.

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2012A novel graphical representation of proteins and its application. (2012). Wei, Jinzhou ; Tie, Zhixin ; Yao, Yuhua ; He, Ping-an . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:93-99.

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2012Reciprocal relations based on the non-stationary Boltzmann equation. (2012). Sharipov, Felix . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1972-1983.

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2012Personal artist recommendation via a listening and trust preference network. (2012). Yin, Chun-Xia ; Chu, Tao ; Peng, Qin-Ke . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:1991-1999.

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2012Combining content and relation analysis for recommendation in social tagging systems. (2012). Zhang, Bin ; Guo, Pengwei ; Gao, Kening ; Sun, Daming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5759-5768.

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2012Long memory in energy futures markets: Further evidence. (2012). Wang, Yudong ; Wu, Chongfeng . In: Resources Policy. RePEc:eee:jrpoli:v:37:y:2012:i:3:p:261-272.

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2012Price–volume multifractal analysis and its application in Chinese stock markets. (2012). Zhuang, Xin-tian ; Liu, Zhi-ying ; Yuan, Ying . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3484-3495.

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2012Statistical properties of the yuan exchange rate index. (2012). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512.

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2012The valuation of equity warrants in a fractional Brownian environment. (2012). Zhang, Weiguo ; Xiao, Weilin ; Xu, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1742-1752.

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2012Cross-correlations between agricultural commodity futures markets in the US and China. (2012). Lu, Xinsheng ; Li, Zhihui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3930-3941.

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2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

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2012The relationships between Shanghai stock market and CNY/USD exchange rate: New evidence based on cross-correlation analysis, structural cointegration and nonlinear causality test. (2012). Wan, Jieqiu ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6051-6059.

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2012Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm. (2012). Zhang, Wei-Guo ; Xiao, Wei-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6418-6431.

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2012A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782.

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2012A continuous distance model (CDM) for the single-file pedestrian movement considering step frequency and length. (2012). Ma, Jian ; Fang, Zhi-Ming ; Liu, Xuan ; XIAO, XIA ; Song, Wei-guo ; Lv, Wei, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:307-316.

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2012Evacuation assistants: An extended model for determining effective locations and optimal numbers. (2012). Wang, Xiao Lu ; Cheng, Yuan ; Zheng, Xiaoping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:6:p:2245-2260.

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2012Agent-based modeling of a multi-room multi-floor building emergency evacuation. (2012). Lykotrafitis, George ; Ha, Vi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2740-2751.

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2012Evolution of groups with a hierarchical structure. (2012). Ohnishi, Teruaki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5978-5986.

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2012Finite quantum mechanical model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1208.6146.

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2012The minimal length uncertainty and the quantum model for the stock market. (2012). Pedram, Pouria . In: Papers. RePEc:arx:papers:1111.6859.

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2012A finite-dimensional quantum model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1204.4614.

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2012A quantum mechanical model for the rate of return. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1211.1938.

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2012The minimal length uncertainty and the quantum model for the stock market. (2012). Pedram, Pouria . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2100-2105.

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2012Analysis of cross-correlations in electroencephalogram signals as an approach to proactive diagnosis of schizophrenia. (2012). Kaplan, Alexander Ya., ; Polyakov, Yuriy S. ; Demin, Sergey A. ; Timashev, Serge F. ; Panischev, Oleg Yu., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1179-1194.

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2012Extractive summarization using complex networks and syntactic dependency. (2012). Costa, Luciano da F., ; Oliveira, Osvaldo N. ; Nunes, Maria G. V., ; Amancio, Diego R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1855-1864.

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2012The influence of the environment on Lévy random search efficiency: Fractality and memory effects. (2012). Ferreira, A. S. ; Viswanathan, G. M. ; Raposo, E. P. ; da Luz, M. G. E., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3234-3246.

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2012Building and analyzing the US airport network based on en-route location information. (2012). Jiang, Bin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4031-4042.

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2012Modeling of the national economies in state-space: A fractional calculus approach. (2012). Podlubny, Igor ; kovrnek, Tom ; Petr, Ivo . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1322-1327.

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2012Elastic response of a free half-space to random force excitations applied on the boundary. (2012). Shalimova, I. A. ; Sabelfeld, K. K.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5887-5899.

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2012Fractal analysis on human dynamics of library loans. (2012). Fan, Chao ; Zha, Yi-Long ; GUO, JIN-LI . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6617-6625.

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2012Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States. (2012). Anderson, Richard ; Binner, Jane M. ; Schmidt, Vincent A.. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:174-177.

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2012Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?. (2012). Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5546-5556.

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2012A comparative analysis of the informational efficiency of the fixed income market in seven European countries. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Martinez, Lisana B.. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:426-428.

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2012The sample autocorrelation function and the detection of long-memory processes. (2012). Hassani, Hossein ; Leonenko, Nikolai ; Patterson, Kerry . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6367-6379.

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2012The influence of learning and updating speed on the growth of commercial websites. (2012). Deng, Guishi ; Bai, Yang ; Wan, Xiaoji ; Xue, Shaowei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4018-4030.

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2012Treatment of kurtosis in financial markets. (2012). Pérez, Jose ; GARCIA GARCIA, CATALINA ; Lopez Martin, Maria del Mar, ; Perez, Jose Garcia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2032-2045.

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2012Analytical solution of axi-symmetrical lattice Boltzmann model for cylindrical Couette flows. (2012). Zhang, Chuhua ; Meng, Jianping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:8-14.

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2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1201.3511.

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2012Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; Baruník, Jozef ; Barunik, Jozef ; Aste, Tomaso ; Di Matteo, Tiziana . In: Papers. RePEc:arx:papers:1201.1535.

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2012Measuring capital market efficiency: Global and local correlations structure. (2012). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1208.1298.

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2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1203.4979.

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2012Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series. (2012). Morales, Raffaello ; Aste, Tomaso ; Di Matteo, T. ; Gramatica, Ruggero . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3180-3189.

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2012Research on the relationship between the multifractality and long memory of realized volatility in the SSECI. (2012). Li, Handong ; Jia, Zhanliang ; Cui, Meilan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:740-749.

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2012Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; Baruník, Jozef ; Aste, Tomaso ; Di Matteo, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4234-4251.

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2012How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4252-4260.

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2012Admissible consensus and consensualization of high-order linear time-invariant singular swarm systems. (2012). Xi, Jianxiang, ; Shi, Zongying ; Zhong, Yisheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5839-5849.

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2012Quantum decision making by social agents. (2012). Sornette, D. ; Yukalov, V. I.. In: Papers. RePEc:arx:papers:1202.4918.

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2012Time-changed geometric fractional Brownian motion and option pricing with transaction costs. (2012). Gu, Hui ; Zhang, Yun-Xiu ; Liang, Jin-Rong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3971-3977.

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2012Community detection in networks by using multiobjective evolutionary algorithm with decomposition. (2012). Jiao, Licheng ; Zhang, Qingfu ; Gong, Maoguo ; Ma, Lijia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4050-4060.

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2012Loan and nonloan flows in the Australian interbank network. (2012). Melatos, Andrew ; Kieu, Tien ; Webster, Rachel ; Sokolov, Andrey . In: Papers. RePEc:arx:papers:1202.3182.

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2012Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform. (2012). Fricke, Daniel ; Thomas Lux, Daniel Fricke, . In: Kiel Working Papers. RePEc:kie:kieliw:1759.

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2012Loan and nonloan flows in the Australian interbank network. (2012). Melatos, Andrew ; Kieu, Tien ; Webster, Rachel ; Sokolov, Andrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2867-2882.

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2012Rollover risk, network structure and systemic financial crises. (2012). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1088-1100.

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2012Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax. (2012). Markose, Sheri. In: IMF Working Papers. RePEc:imf:imfwpa:12/282.

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2012Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model. (2012). Dupoyet, B. ; Fiebig, H. R. ; Musgrove, D. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4350-4363.

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2012Tsallis statistics and magnetospheric self-organization. (2012). Sarafopoulos, D. ; Xenakis, M. N. ; Karakatsanis, L. P. ; Pavlos, G. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3069-3080.

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2012Tsallis’ statistics in the variability of El Niño/Southern Oscillation during the Holocene epoch. (2012). Figliola, Alejandra ; Rosso, Osvaldo A. ; Ferri, Gustavo L.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2154-2162.

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2012Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma, Part one: Sunspot dynamics. (2012). Pavlos, G. P. ; Xenakis, M. N. ; Karakatsanis, L. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6287-6319.

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2012Model architecture for associative memory in a neural network of spiking neurons. (2012). Agnes, Everton J. ; Erichsen, Rubem ; Brunnet, Leonardo G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:843-848.

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2012Collective behavior of coupled nonuniform stochastic oscillators. (2012). Assis, Vladimir R. V., ; Copelli, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1900-1906.

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2012The role of neural architecture and the speed of signal propagation in the process of synchronization of bursting neurons. (2012). Gosak, Marko ; Markovi, Rene ; Marhl, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2764-2770.

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2012Ensemble vs. time averages in financial time series analysis. (2012). Gunaratne, Gemunu H. ; Seemann, Lars ; McCauley, Joseph L. ; Hua, Jia-Chen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6024-6032.

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2012Long memory in patterns of mobile phone usage. (2012). Owczarczuk, Marcin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1428-1433.

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2012A wavelet based investigation of long memory in stock returns. (2012). Maharaj, Elizabeth ; Galagedera, Don ; Tan, Pei P. ; Galagedera, Don U. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2330-2341.

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2012A new measure of network efficiency. (2012). West, Bruce J. ; Grigolini, Paolo ; Allegrini, Paolo ; Hollingshad, Nicholas W. ; Turalska, Malgorzata . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1894-1899.

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2012Exact Asymptotic Goodness-of-Fit Testing For Discrete Circular Data, With Applications. (2012). Giles, David. In: Econometrics Working Papers. RePEc:vic:vicewp:1201.

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2012Effective carrying capacity and analytical solution of a particular case of the Richards-like two-species population dynamics model. (2012). Martinez, Alexandre Souto ; Ribeiro, Fabiano ; Cabella, Brenno Caetano Troca, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1281-1286.

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2012Universal scaling behaviors of meteorological variables’ volatility and relations with original records. (2012). Lu, Feiyu ; Fu, Zuntao ; Yuan, Naiming ; Mao, Jiangyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4953-4962.

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2012Causality and the entropy–complexity plane: Robustness and missing ordinal patterns. (2012). Plastino, Angelo ; Saco, Patricia M. ; Rosso, Osvaldo A. ; Ravetti, Martin Gomez ; Carpi, Laura C. ; Larrondo, Hilda A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:42-55.

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2012Sampling period, statistical complexity, and chaotic attractors. (2012). Plastino, Angelo ; Rosso, Osvaldo A. ; De Micco, Luciana ; Fernandez, Juana Graciela ; Larrondo, Hilda A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2564-2575.

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2012On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349.

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2012A partisan effect in the efficiency of the US stock market. (2012). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4923-4932.

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2012Impact of uncertainty in expected return estimation on stock price volatility. (2012). JEREN, BRANKO ; Kostanjcar, Zvonko ; Juretic, Zeljan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5563-5571.

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2012Transmission of distress in a bank credit network. (2012). Matsushima, Hirokazu ; Maeno, Yoshiharu ; Morinaga, Satoshi ; Amagai, Kenichi . In: Papers. RePEc:arx:papers:1204.5661.

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2012Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix. (2012). Sato, Aki-Hiro ; Hayashi, Takaki ; Holyst, Janusz A.. In: Papers. RePEc:arx:papers:1204.0426.

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2012Animal spirits in the foreign exchange market. (2012). Rovira Kaltwasser, Pablo ; De Grauwe, Paul ; DeGrauwe, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1176-1192.

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2012Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime. (2012). Ren, Fu-Yao ; Qiu, Wei-Yuan ; Lv, Long-Jin, ; Wang, Jun ; Liang, Jin-Rong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:750-759.

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2012Pricing European option with transaction costs under the fractional long memory stochastic volatility model. (2012). Wu, Min ; Zhou, Ze-Min ; Wang, Xiao-tian ; Jing, Wei-Shu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1469-1480.

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2012Ambiguities in Bandt–Pompe’s methodology for local entropic quantifiers. (2012). Plastino, Angelo ; Rosso, Osvaldo A. ; Olivares, Felipe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2518-2526.

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2012Models of collective cell motion for cell populations with different aspect ratio: Diffusion, proliferation and travelling waves. (2012). Simpson, Matthew J. ; Baker, Ruth E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3729-3750.

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2012Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies Downgrades. (2012). Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:43013.

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2012Intraday volatility and network topological properties in the Korean stock market. (2012). YOUN, JANGHYUK ; Chang, Woojin ; Lee, Junghoon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1354-1360.

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2012Sovereign debt crisis in the European Union: A minimum spanning tree approach. (2012). Dias, Joo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:5:p:2046-2055.

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2012Complexity of major UK companies between 2006 and 2010: Hierarchical structure method approach. (2012). Shirvani, Ayoub ; Ulusoy, Tolga ; Keskin, Mustafa ; Kantar, Ersin ; Donmez, Cem ar ; Deviren, Bayram . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:21:p:5121-5131.

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2012The reliability of a stochastically complex dynamical system. (2012). Li, Jiaorui ; Chen, Weisheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:13:p:3556-3565.

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2012Efficient overlapping community detection in huge real-world networks. (2012). Wan, Huaiyu ; Wu, Zhihao ; Lin, Youfang ; Tian, Shengfeng ; Hu, Keyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2475-2490.

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2012Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market. (2012). Tian, Jie ; Li, Zhihui ; Zhou, Ying ; Lu, Xinsheng . In: Working Papers. RePEc:aut:wpaper:201208.

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2012What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications. (2012). Wang, Yudong ; Wu, Chongfeng . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360.

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2012Method of analyzing the influence of network structure on information diffusion. (2012). Nagata, Katsuya ; SHIRAYAMA, SUSUMU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:14:p:3783-3791.

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2012Mitigation of congestion at a traffic bottleneck with diversion and lane restrictions. (2012). Davis, L. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1679-1691.

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2012The “S” curve relationship between export diversity and economic size of countries. (2012). Zhang, Jiang ; Wang, Xin ; Hu, Lunchao ; Tian, Kailan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:731-739.

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2012On interrelations of recurrences and connectivity trends between stock indices. (2012). Goswami, B. ; Marwan, N. ; Kurths, J. ; Ambika, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4364-4376.

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2012Synchronization and Diversity in Business Cycles: A Network Approach Applied to the European Union. (2012). Torgler, Benno ; Gómez, David ; Gomez, David Matesanz ; Ortega, Guillermo J. In: School of Economics and Finance Discussion Papers and Working Papers Series. RePEc:qut:dpaper:277.

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2012Network analysis of correlation strength between the most developed countries. (2012). Janusz Mi'skiewicz, . In: Papers. RePEc:arx:papers:1211.3599.

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2012Benford’s law and Theil transform of financial data. (2012). ausloos, marcel ; Clippe, Paulette . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6556-6567.

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2012Comprehensive analysis of market conditions in the foreign exchange market. (2012). Sato, Aki-Hiro ; Hayashi, Takaki ; Hoyst, Janusz . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:7:y:2012:i:2:p:167-179.

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2012Long-term correlations in hourly wind speed records in Pernambuco, Brazil. (2012). Stosic, Borko D. ; de Oliveira Santos, Maira, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1546-1552.

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2012Study on evacuation behaviors at a T-shaped intersection by a force-driving cellular automata model. (2012). Chen, Chang-Kun ; LI, Jian ; Zhang, Dong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2408-2420.

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2012On wavelet analysis of the nth order fractional Brownian motion. (2012). Kortas, Hedi ; Dhifaoui, Zouhaier ; Benammou, Samir ; Ben Ammou, Samir . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:3:p:251-277.

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2012Effective-field theory on the kinetic spin-1 Blume–Capel model. (2012). Wei, Guozhu ; Shi, Xiaoling . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:29-34.

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2012The use of the Hurst exponent to investigate the global maximum of the Warsaw Stock Exchange WIG20 index. (2012). Domino, Krzysztof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:156-169.

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2012Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations. (2012). Vinogradov, Dmitry V.. In: Papers. RePEc:arx:papers:1205.3671.

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2012Arbitrary truncated Levy flight: Asymmetrical truncation and high-order correlations. (2012). Vinogradov, Dmitry V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5584-5597.

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2012Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks. (2012). Wang, Wuchao ; Zhou, Yanju ; JIN, YANBO ; Chen, Xiaohong . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2095-2103.

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2012SIHR rumor spreading model in social networks. (2012). Cui, Hongxin ; Chen, Yucheng ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:7:p:2444-2453.

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2012The impact of authorities’ media and rumor dissemination on the evolution of emergency. (2012). Zhang, Ding ; Chen, Yucheng ; Ma, Ting ; Wang, Qin ; Zhao, Laijun ; Cheng, Jingjing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:3978-3987.

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2012Investigating a long tail in retail vehicle sales. (2012). MacCarthy, Bart ; Brabazon, Philip G. In: Omega. RePEc:eee:jomega:v:40:y:2012:i:3:p:302-313.

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2012Allocation flexibility and price efficiency within Singapore’s Vehicle Quota System. (2012). Chu, Sing Fat. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:46:y:2012:i:10:p:1541-1550.

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2012A statistical equilibrium model of competitive firms. (2012). Milaković, Mishael ; Alfarano, Simone ; Irle, Albrecht ; Kauschke, Jonas . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:1:p:136-149.

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2012Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]. (2012). ausloos, marcel. In: Papers. RePEc:arx:papers:1201.4841.

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2012Econophysics of a religious cult: The Antoinists in Belgium [1920–2000]. (2012). ausloos, marcel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3190-3197.

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2012Feedback between node and network dynamics can produce real-world network properties. (2012). Brot, Hilla ; Louzoun, Yoram ; Muchnik, Lev ; Goldenberg, Jacob . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6645-6654.

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2012Improved visibility graph fractality with application for the diagnosis of Autism Spectrum Disorder. (2012). Adeli, Amir ; Ahmadlou, Mehran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4720-4726.

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2012Visibility graph analysis on quarterly macroeconomic series of China based on complex network theory. (2012). Li, Dong ; Wang, Qiwen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6543-6555.

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2012Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent. (2012). Cristescu, Constantin P. ; Minea, Teofil ; Scarlat, Eugen I. ; Stan, Cristina . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2623-2635.

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2012Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711.

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2012Detecting community structure using biased random merging. (2012). Yi, Dong-Yun ; Liu, Xu ; Luo, Qiang ; Forrest, Jeffrey Yi-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1797-1810.

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2012Simulation of nonlinear interest rates in quantum finance: Libor Market Model. (2012). Baaquie, Belal E. ; Tang, Pan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1287-1308.

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2012The near-extreme density of intraday log-returns. (2012). Chakraborti, Anirban ; Millot, Nicolas ; Politi, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:147-155.

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2012Markov switching of the electricity supply curve and power prices dynamics. (2012). Mari, Carlo ; Canana, Lucianna . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1481-1488.

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2012On the Peter Principle: An agent based investigation into the consequential effects of social networks and behavioural factors. (2012). Fetta, A. G. ; Knight, V. A. ; Harper, P. R. ; Williams, J. E. ; Vieira, I. T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2898-2910.

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2012Country effects in CEE3 stock market networks: a preliminary study. (2012). Výrost, Tomáš ; Vrost, Toma . In: MPRA Paper. RePEc:pra:mprapa:43481.

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2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree. (2012). Wang, Gang-Jin ; Sun, Bo ; Han, Feng ; Xie, Chi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4136-4146.

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2012Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158.

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2012Noise-induced intermittency of a reflexive model with symmetry-induced equilibrium manifold. (2012). Palatella, Luigi ; Grigolini, Paolo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5900-5907.

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2012Linking electromagnetic precursors with earthquake dynamics: An approach based on nonextensive fragment and self-affine asperity models. (2012). Nomicos, Constantinos ; Potirakis, Stylianos M. ; Eftaxias, Konstantinos ; Minadakis, George . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:6:p:2232-2244.

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2012Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004–2010 seismicity of Aswan area (Egypt). (2012). ElBary, Rafaat ElShafey Fat, ; El-hady, Sherif ; ElGabry, Mohamed ; Mohamed, Abuo El-Ela Amin, ; Lovallo, Michele ; Telesca, Luciano ; Elenean, Kamal M. Abou, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:9:p:2889-2897.

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2012The role of propagating stress waves on a geophysical scale: Evidence in terms of nonextensivity. (2012). Nomicos, C. ; Potirakis, S. M. ; Eftaxias, K. ; Stonham, J. ; Minadakis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5648-5657.

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2012A comprehensive study of advanced information feedbacks in real-time intelligent traffic systems. (2012). Wang, Binghong ; Xie, Yanbo ; Tong, Wei ; Shi, Dongmei ; Dong, Chuanfei ; Chen, Bokui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2730-2739.

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2012Correlation of financial markets in times of crisis. (2012). Franca, Italo De Paula, ; SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:1:p:187-208.

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2012Human dynamic model co-driven by interest and social identity in the MicroBlog community. (2012). Yi, Lanli ; Yan, Qiang ; Wu, Lianren . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1540-1545.

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2012Sequential market entries and competition modelling in multi-innovation diffusions. (2012). Mortarino, Cinzia ; Guseo, Renato . In: European Journal of Operational Research. RePEc:eee:ejores:v:216:y:2012:i:3:p:658-667.

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2012Spatio-temporal dynamics of security investments in an interdependent risk environment. (2012). Bender, Axel ; Zhong, Weicai ; Shafi, Kamran ; ABBASS, HUSSEIN A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:5004-5017.

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2012The effects of observational correlated noises on multifractal detrended fluctuation analysis. (2012). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4100-4110.

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2012Stability analysis for coupled systems with time delay on networks. (2012). CHEN, HAO ; Sun, Jitao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:528-534.

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2012Adaptive pinning synchronization in fractional-order complex dynamical networks. (2012). Sun, Jian ; Chai, Yi ; Wu, Ranchao ; Chen, Liping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5746-5758.

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2012Self-similar scaling of density in complex real-world networks. (2012). ubelj, Lovro ; Blagus, Neli ; Bajec, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2794-2802.

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2012An appraisal of firm size distribution: Does sample size matter?. (2012). Teruel Carrizosa, Mercedes ; Segarra, Agust . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:1:p:314-328.

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2012The rank-size scaling law and entropy-maximizing principle. (2012). Chen, Yanguang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:3:p:767-778.

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Cites in year: CiY


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2012Markets connectivity and financial contagion. (2012). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro. In: Working Papers. RePEc:anc:wpaper:382.

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2012Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy. (2012). Cela, Eralba. In: Working Papers. RePEc:anc:wpaper:386.

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2012The class of nonlinear stochastic models as a background for the bursty behavior in financial markets. (2012). Kononovicius, Aleksejus ; Gontis, Vygintas ; Reimann, Stefan . In: Papers. RePEc:arx:papers:1201.3083.

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2012Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]. (2012). ausloos, marcel. In: Papers. RePEc:arx:papers:1201.4841.

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2012Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. (2012). Kononovicius, Aleksejus ; Gontis, Vygintas ; Daniunas, Valentas . In: Papers. RePEc:arx:papers:1202.3533.

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2012Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity. (2012). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1203.4979.

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2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1203.6507.

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2012A finite-dimensional quantum model for the stock market. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1204.4614.

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2012Interlinkages and structural changes in cross-border liabilities: a network approach. (2012). Spelta, Alessandro ; Tanya Ara'ujo, . In: Papers. RePEc:arx:papers:1205.5675.

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2012Physical approach to price momentum and its application to momentum strategy. (2012). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775.

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2012Benfords law and Theil transform of financial data. (2012). ausloos, marcel ; Clippe, Paulette . In: Papers. RePEc:arx:papers:1208.5896.

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2012Complex Systems with Trivial Dynamics. (2012). Lopez-Ruiz, Ricardo . In: Papers. RePEc:arx:papers:1210.6481.

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2012A quantum mechanical model for the rate of return. (2012). Cotfas, Liviu-Adrian . In: Papers. RePEc:arx:papers:1211.1938.

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2012Momentum universe shrinkage effect in price momentum. (2012). Choi, Jaehyung ; Kang, Wonseok . In: Papers. RePEc:arx:papers:1211.6517.

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2012Statistical Microeconomics. (2012). Baaquie, Belal E.. In: Papers. RePEc:arx:papers:1211.7172.

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2012Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market. (2012). Tian, Jie ; Li, Zhihui ; Zhou, Ying ; Lu, Xinsheng . In: Working Papers. RePEc:aut:wpaper:201208.

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2012The mathematical relationship between Zipf’s law and the hierarchical scaling law. (2012). Chen, Yanguang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:11:p:3285-3299.

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2012Identifying all-around nodes for spreading dynamics in complex networks. (2012). Hou, Bonan ; Yao, Yiping ; Liao, Dongsheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:15:p:4012-4017.

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2012Stock market networks: The dynamic conditional correlation approach. (2012). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:16:p:4147-4158.

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2012Understanding the source of multifractality in financial markets. (2012). Liu, Ruipeng ; Baruník, Jozef ; Aste, Tomaso ; Di Matteo, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4234-4251.

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2012On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Guercio, Belen M. ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349.

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2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Guangxi, Cao ; Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

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2012On the length of stabilograms: A study performed with detrended fluctuation analysis. (2012). Lallena, Antonio M. ; Blazquez, Teresa M. ; Carpena, Pedro ; Anguiano, Marta ; de Saavedra, Fernando Arias . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4933-4942.

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2012Spatial evolution character of multi-objective evolutionary algorithm based on self-organized criticality theory. (2012). Zhang, Bu-han ; Liu, Yi-Fang ; Wu, Xiao-shan ; Wang, Kui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5490-5499.

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2012Evolutionary model of the personal income distribution. (2012). Kaldasch, Joachim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5628-5642.

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2012The role of propagating stress waves on a geophysical scale: Evidence in terms of nonextensivity. (2012). Nomicos, C. ; Potirakis, S. M. ; Eftaxias, K. ; Stonham, J. ; Minadakis, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5648-5657.

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2012Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm. (2012). Liu, Chuang ; Zhou, Wei-Xing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:22:p:5704-5711.

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2012Irreversibility in biophysical and biochemical engineering. (2012). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:5997-6007.

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2012Identifying the greatest team and captain—A complex network approach to cricket matches. (2012). Mukherjee, Satyam . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:23:p:6066-6076.

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2012Mobility matrix evolution for an SIS epidemic patch model. (2012). Noble, Benjamin ; Van Gorder, Robert A. ; Sanders, Johnathan ; Riggs, Cortney . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6256-6267.

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2012Influences of exit and stair conditions on human evacuation in a dormitory. (2012). Li, Angui ; Wang, Xiaowei ; Lei, Wenjun ; Gao, Ran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6279-6286.

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2012Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma, Part one: Sunspot dynamics. (2012). Pavlos, G. P. ; Xenakis, M. N. ; Karakatsanis, L. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6287-6319.

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2012Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm. (2012). Zhang, Wei-Guo ; Xiao, Wei-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6418-6431.

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2012Benford’s law and Theil transform of financial data. (2012). ausloos, marcel ; Clippe, Paulette . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6556-6567.

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2012Psychophysics of time perception and valuation in temporal discounting of gain and loss. (2012). Han, Ruokang ; Takahashi, Taiki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6568-6576.

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2012An optimal control approach to probabilistic Boolean networks. (2012). Liu, Qiuli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:24:p:6682-6689.

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2012Ambiguities in Bandt–Pompe’s methodology for local entropic quantifiers. (2012). Plastino, Angelo ; Rosso, Osvaldo A. ; Olivares, Felipe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2518-2526.

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2012Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711.

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2012Interlinkages and structural changes in cross-border liabilities: a network approach. (2012). Araújo, Tanya ; Spelta, Alessandro ; Araujo, Tanya . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp192012.

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2012An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market. (2012). Tedeschi, Gabriele ; Vignes, Annick ; Mignot, Sylvain . In: Journal of Artificial Societies and Social Simulation. RePEc:jas:jasssj:2011-42-2.

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2012Evolutionary Dynamics of Nationalism and Migration. (2012). Barreira da Silva Rocha, André ; Andre Barreira da Silva Rocha, . In: Discussion Papers in Economics. RePEc:lec:leecon:12/11.

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2012MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS. (2012). Trenca, Ioan ; Razvan, Capusan ; Ioan, Trenca ; Anita, Plesoianu . In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2012:i:1:p:784-790.

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2012Interlinkages and structural changes in cross-border liabilities: a network approach. (2012). Araújo, Tanya ; Spelta, Alessandro ; Araujo, Tanya . In: Quaderni di Dipartimento. RePEc:pav:wpaper:181.

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2012Evolutionary Model of the Personal Income Distribution. (2012). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:37865.

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2012Country effects in CEE3 stock market networks: a preliminary study. (2012). Výrost, Tomáš ; Vrost, Toma . In: MPRA Paper. RePEc:pra:mprapa:43481.

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2012The Effect of Crude Oil Price on the Methanol price. (2012). gandali alikhani, nadiya ; Delavari, Majid . In: MPRA Paper. RePEc:pra:mprapa:49727.

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2012The basis of financial arithmetic from the viewpoint of utility theory. (2012). Piasecki, Krzysztof. In: Operations Research and Decisions. RePEc:wut:journl:v:3:y:2012:id:1044.

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2012The basis of financial arithmetic from the viewpoint of utility theory. (2012). Piasecki, Krzysztof . In: Operations Research and Decisions. RePEc:wut:journl:v:3:y:2012:p:37-53:id:1044.

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Recent citations received in: 2011


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2011Pruning a Minimum Spanning Tree. (2011). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1109.0642.

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2011The Product Life Cycle of Durable Goods. (2011). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1109.0828.

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2011Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: Papers. RePEc:arx:papers:1109.5791.

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2011Distinguishing manipulated stocks via trading network analysis. (2011). Shen, Hua-Wei ; Wang, Zhao-Yang ; Cheng, Xue-Qi ; Sun, Xiao-Qian . In: Papers. RePEc:arx:papers:1110.2260.

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2011Cluster formation and evolution in networks of financial market indices. (2011). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1111.5069.

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2011RQA Application for the Monitoring of Financial and Commodity markets state. (2011). Chabanenko, Dmitry ; Piskun, Sergii . In: Papers. RePEc:arx:papers:1112.0297.

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2011A thermodynamic-like characterization of Colombia’s presidential elections in 2010, and a comparison with other Latin American countries. (2011). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:10:p:1779-1790.

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2011Evacuation dynamics with fire spreading based on cellular automaton. (2011). Jia, Bin ; Zheng, Ying ; Li, Xin-Gang ; Zhu, Nuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:18:p:3147-3156.

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2011Distinguishing manipulated stocks via trading network analysis. (2011). Shen, Hua-Wei ; Wang, Zhao-Yang ; Cheng, Xue-Qi ; Sun, Xiao-Qian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:20:p:3427-3434.

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2011Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Wu, Chongfeng ; Pan, Zhiyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523.

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2011Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index. (2011). Zhou, Wei-Xing ; Xie, Wen-Jie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:20:p:3592-3601.

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2011Multifractal Fourier detrended cross-correlation analysis of traffic signals. (2011). Lin, Aijing ; Zhao, Xiaojun ; Shang, Pengjian ; Chen, Gang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3670-3678.

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2011A study of correlations between crude oil spot and futures markets: A rolling sample test. (2011). Wan, Jieqiu ; Liu, Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3754-3766.

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2011From microscopic taxation and redistribution models to macroscopic income distributions. (2011). Modanese, Giovanni ; Bertotti, Maria Letizia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3782-3793.

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2011A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). He, Ling-Yun ; Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3806-3814.

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2011Dependence structure of the commodity and stock markets, and relevant multi-spread strategy. (2011). Kim, Min Jae ; Jo, Yong Hwan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3842-3854.

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2011A copula–multifractal volatility hedging model for CSI 300 index futures. (2011). Wang, Yudong ; Huang, Dengshi ; Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4260-4272.

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2011The influence of liquidity on informational efficiency: The case of the Thai Stock Market. (2011). Fernandez Bariviera, Aurelio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4426-4432.

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2011Parity effect of the initial capital based on Parrondo’s games and the quantum interpretation. (2011). Wang, Lu ; Zhu, Yong-fei ; Ye, Ye ; Meng, Rui ; Xie, Neng-gang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4535-4542.

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2011Networked analysis of the Shanghai subway network, in China. (2011). Zhang, Jianhua ; Xu, Xiaoming ; Wang, Shuliang ; Fei, Qi ; Hong, Liu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4562-4570.

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2011Evolution of cooperation among mobile agents. (2011). Gao, Jianxi ; Chen, Zhuo ; Cai, Yunze ; Xu, Xiaoming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:9:p:1615-1622.

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2011On a mean field game approach modeling congestion and aversion in pedestrian crowds. (2011). Lachapelle, Aim ; Wolfram, Marie-Therese . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:45:y:2011:i:10:p:1572-1589.

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2011Replicator Dynamics and Evolutionary Stable Strategies in Heterogeneous Games. (2011). Zuazo-Garin, Peio ; Laruelle, Annick ; Barreira da Silva Rocha, André ; Rocha, Andre Barreira da Silva, . In: IKERLANAK. RePEc:ehu:ikerla:6608.

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2011A New Method for Measuring Tail Exponents of Firm Size Distributions. (2011). Ishikawa, A. ; Watanabe, T. ; Mizuno, T. ; Fujimoto, S.. In: Working Paper Series. RePEc:hit:cinwps:7.

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2011The product life cycle of durable goods. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33174.

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2011The experience curve and the market size of competitive consumer durable markets. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33370.

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2011Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: MPRA Paper. RePEc:pra:mprapa:33743.

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2011Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa . In: Working papers. RePEc:tur:wpaper:25.

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2011The Product Life Cycle of Durable Goods. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:50530.

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2011Evolutionary Model of Non-Durable Markets. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:50531.

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2011The Experience Curve and the Market Size of Competitive Consumer Durable Markets. (2011). Kaldasch, Joachim. In: EconStor Preprints. RePEc:zbw:esprep:59749.

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2011The Japanese economy in crises: A time series segmentation study. (2011). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201124.

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2011A new method for measuring tail exponents of firm size distributions. (2011). Ishikawa, Atushi ; Watanabe, Tsutomu ; Mizuno, Takayuki ; Fujimoto, Shouji . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201129.

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2011A new method for measuring tail exponents of firm size distributions. (2011). Ishikawa, Atushi ; Watanabe, Tsutomu ; Mizuno, Takayuki ; Fujimoto, Shouji . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201120.

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Recent citations received in: 2010


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2010Fifteen years of econophysics: worries, hopes and prospects. (2010). Roehner, Bertrand M.. In: Papers. RePEc:arx:papers:1004.3229.

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2010Which Sectors of a Modern Economy are most Central?. (2010). Vega-Redondo, Fernando ; Fisher, Eric ; Eric O'N. Fisher, ; Blochl, Florian ; Theis, Fabian J. ; Eric O'N. Fisher, ; Eric O' N. Fisher, . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3175.

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2010Non-self-averaging and the statistical mechanics of endogenous macroeconomic fluctuations. (2010). Aoki, Masanao ; Hawkins, Raymond J.. In: Economic Modelling. RePEc:eee:ecmode:v:27:y:2010:i:6:p:1543-1546.

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2010Scaling and memory in the non-Poisson process of limit order cancelation. (2010). Ren, Fei ; Jiang, Zhi-Qiang ; Ni, Xiao-Hui ; Chen, Wei ; Zhou, Wei-Xing ; Gu, Gao-Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:14:p:2751-2761.

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2010Detecting community structure in complex networks via node similarity. (2010). Li, De-Hua ; Pan, Ying ; Liang, Jing-Zhang ; Liu, Jian-Guo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:14:p:2849-2857.

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2010On spin systems with quenched randomness: Classical and quantum. (2010). Lebowitz, Joel L. ; Greenblatt, Rafael L. ; Aizenman, Michael . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:15:p:2902-2906.

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2010Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:16:p:3218-3229.

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2010Topological properties of stock market networks: The case of Brazil. (2010). Tabak, Benjamin M. ; Serra, Thiago R. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:16:p:3240-3249.

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2010Asymmetric information and macroeconomic dynamics. (2010). Aoki, Masanao ; Frieden, Roy B. ; Hawkins, Raymond J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:17:p:3565-3571.

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2010Modeling the social obesity epidemic with stochastic networks. (2010). Arenas, Abraham J. ; Villanueva Mico, Rafael-J., ; Acedo, L. ; GONZALEZ-PARRA, GILBERTO . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:17:p:3692-3701.

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2010Real and spurious contributions for the Shannon, Rényi and Tsallis entropies. (2010). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3761-3768.

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2010Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836.

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2010An analogy of the size distribution of business firms with Bose–Einstein statistics. (2010). Hernandez-Perez, R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3837-3843.

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2010Info-quantifiers’ map-characterization revisited. (2010). Plastino, A. ; Rosso, Osvaldo A. ; De Micco, Luciana ; Larrondo, Hilda A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4604-4612.

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2010Common aspects of q-deformed Lie algebras and fractional calculus. (2010). Herrmann, Richard . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4613-4622.

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2010Discovering network behind infectious disease outbreak. (2010). Maeno, Yoshiharu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4755-4768.

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2010Complex stock trading network among investors. (2010). Zhou, Wei-Xing ; Jiang, Zhi-Qiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4929-4941.

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2010Verhulst–Lotka–Volterra (VLV) model of ideological struggle. (2010). ausloos, marcel ; Vitanov, Nikolay K. ; Dimitrova, Zlatinka I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4970-4980.

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2010Entropy analysis of the dynamics of El Niño/Southern Oscillation during the Holocene. (2010). Figliola, Alejandra ; Saco, Patricia M. ; Rosso, Osvaldo A. ; Carpi, Laura C. ; Serrano, Eduardo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:5022-5027.

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2010Doves and hawks in economics revisited: An evolutionary quantum game theory based analysis of financial crises. (2010). Kunz, Jennifer ; Konig, Wolfgang ; Bernius, Steffen ; Hanauske, Matthias . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:5084-5102.

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2010A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit. (2010). Villena, Marcelo ; Ruiz, Aaron ; Pellicer, Rely ; Contreras, Mauricio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:23:p:5447-5459.

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2010Motif structure and cooperation in real-world complex networks. (2010). Rabiee, Hamid R. ; Salehi, Mostafa ; Jalili, Mahdi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:23:p:5521-5529.

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2010Study of bottleneck effect at an emergency evacuation exit using cellular automata model, mean field approximation analysis, and game theory. (2010). Hagishima, Aya ; Tanaka, Yasukaka ; Tanimoto, Jun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5611-5618.

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2010Pricing European options with a log Student’s t-distribution: A Gosset formula. (2010). Cassidy, Daniel T. ; Ouyed, Rachid ; Hamp, Michael J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5736-5748.

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2010Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective. (2010). Wang, Yudong ; Wu, Chongfeng ; Wei, Yu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5759-5768.

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2010Cumulant approach of arbitrary truncated Levy flight. (2010). Vinogradov, Dmitry V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:24:p:5794-5800.

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2010Critical features in electromagnetic anomalies detected prior to the L’Aquila earthquake. (2010). Nomicos, C. ; Contoyiannis, Y. F. ; Eftaxias, K. ; Kopanas, J. ; Antonopoulos, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:3:p:499-508.

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2010Dynamics of uniform quantum gases, II: Magnetic susceptibility. (2010). Singh, G. S. ; Pathak, K. N. ; Bosse, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:6:p:1173-1177.

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2010Biography: Kiyosi Itô and his influence on the study of agricultural finance and economics. (2010). Turvey, Calum G.. In: Agricultural Finance Review. RePEc:eme:afrpps:v:70:y:2010:i:1:p:5-20.

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2010Dilbert-Peter Model of Organization Effectiveness: Computer Simulations. (2010). Sobkowicz, Pawel . In: Journal of Artificial Societies and Social Simulation. RePEc:jas:jasssj:2010-14-2.

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2010Like milk or wine: Does firm performance improve with age?. (2010). Teruel Carrizosa, Mercedes ; Coad, Alex ; Blasco, Agusti Segarra . In: Working Papers. RePEc:urv:wpaper:2072/179572.

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Recent citations received in: 2009


YearTitleSee
2009Scaling and memory in the non-poisson process of limit order cancelation. (2009). Ren, Fei ; Jiang, Zhi-Qiang ; Ni, Xiao-Hui ; Chen, Wei ; Zhou, Wei-Xing ; Gu, Gao-Feng . In: Papers. RePEc:arx:papers:0911.0057.

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2009Link prediction in a user–object network based on time-weighted resource allocation. (2009). Deng, Guishi ; Liu, Ji. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:17:p:3643-3650.

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2009Unveiling the connectivity structure of financial networks via high-frequency analysis. (2009). Materassi, Donatello ; Innocenti, Giacomo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:18:p:3866-3878.

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2009The minimum description length principle for probability density estimation by regular histograms. (2009). Rousseau, David ; Chapeau-Blondeau, Franois . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:18:p:3969-3984.

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2009Irreversibility, entropy and incomplete information. (2009). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:19:p:4025-4033.

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2009The Pareto-positive stable distribution: A new descriptive model for city size data. (2009). Sarabia, José María ; Prieto, Faustino. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:19:p:4179-4191.

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2009Generalized superstatistics of nonequilibrium Markovian systems. (2009). Heuer, Andreas ; Friedrich, Rudolf ; Lubashevsky, Ihor ; Ushakov, Andrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:21:p:4535-4550.

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2009Is the thermodynamic behavior of the noble fluids consistent with the principle of corresponding states?. (2009). Malomuzh, N. P. ; Kulinskii, V. L. ; Matvejchuk, O. I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:21:p:4560-4572.

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2009A topological phase transition between small-worlds and fractal scaling in urban railway transportation networks?. (2009). Domenech, Antonio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:21:p:4658-4668.

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2009Scaling and memory in the return intervals of realized volatility. (2009). Ren, Fei ; Zhou, Wei-Xing ; Gu, Gao-Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:22:p:4787-4796.

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2009Multiscale cosmological dynamics. (2009). Chevalier, Claire ; Ollivier, Yann ; Debbasch, Fabrice . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:24:p:5029-5035.

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2009The Weibull–log Weibull transition of the interoccurrence time statistics in the two-dimensional Burridge–Knopoff Earthquake model. (2009). Akimoto, Takuma ; Aizawa, Yoji ; Hasumi, Tomohiro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:4:p:483-490.

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2009The Weibull–log Weibull distribution for interoccurrence times of earthquakes. (2009). Akimoto, Takuma ; Aizawa, Yoji ; Hasumi, Tomohiro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:4:p:491-498.

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2009Analysis of a network structure of the foreign currency exchange market. (2009). Gorski, Andrzej ; Gworek, Sylwia ; Drod, Stanisaw ; Kwapie, Jarosaw . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:4:y:2009:i:1:p:55-72.

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