Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!
Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Physica A: Statistical Mechanics and its Applications / Elsevier


0.26

Impact Factor

0.26

5-Years IF

35

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
199000.09024324360.021755211105115 (88.2%)100.03
19910.092705131022603117217 (77.3%)100.04
199200.090379892205351321211238 (71.7%)0.04
199300.103721264202764911444125 (92.6%)100.05
19940.010.1104561720140.013775161624829 (78.4%)30.010.05
19950.010.190.013752095180.0149828617201141 (83.7%)100.07
199600.230.014472542200.0170831418521049 (70%)200.09
19970.020.270.015413083530.0237782216202930140 (37.1%)70.010.09
199800.2706103693120206988421917105 (51%)0.1
19990.010.3106124305903551151624297210 (59.2%)0.13
20000.010.390.016224927280.0158912227258513254 (43.1%)300.15
20010.010.410.016045531800.01695123416283237339 (48.8%)80.010.16
20020.010.430.017006231460.01668122617298934391 (58.5%)0.19
20030.010.450.027556986800.01852130418314852409 (48%)100.010.19
20040.030.510.0385578411600.02935145546329398506 (54.1%)100.010.21
20050.050.540.0571185522940.038181610803536182404 (49.4%)130.020.22
20060.070.520.0783793894860.0590115661093625244502 (55.7%)140.020.21
20070.070.450.071021104105960.06111115481073858275637 (57.3%)330.030.18
20080.110.480.11693111039240.0891818582034179454572 (62.3%)330.050.2
20090.10.480.1536116399030.0863117141714117403463 (73.4%)140.030.19
20100.150.440.136151225411890.172612291863798491475 (65.4%)310.050.16
20110.140.530.134841273813100.151511511643702497368 (71.5%)340.070.21
20120.230.580.26761341419050.1452410992563349675358 (68.3%)490.070.22
20130.190.710.26531406718180.1336011602163004590276 (76.7%)370.060.25
20140.260.810.267821484925720.1724713293422964778185 (74.9%)650.080.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

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.

Full description at Econpapers || Download paper

170
1997Emergence of cooperation and organization in an evolutionary game. (1997). Challet, D. ; Zhang, Y.-C., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:246:y:1997:i:3:p:407-418.

Full description at Econpapers || Download paper

98
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.

Full description at Econpapers || Download paper

71
2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. (2004). Tabak, Benjamin M ; Cajueiro, Daniel O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537.

Full description at Econpapers || Download paper

65
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.

Full description at Econpapers || Download paper

64
2010The topology of the federal funds market. (2010). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:22:p:5223-5246.

Full description at Econpapers || Download paper

63
2007The topology of interbank payment flows. (2007). 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.

Full description at Econpapers || Download paper

62
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.

Full description at Econpapers || Download paper

55
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.

Full description at Econpapers || Download paper

53
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.

Full description at Econpapers || Download paper

51
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.

Full description at Econpapers || Download paper

50
2003On the size distribution of firms: additional evidence from the G7 countries. (2003). Palestrini, Antonio ; Gallegati, Mauro ; Gaffeo, Edoardo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:117-123.

Full description at Econpapers || Download paper

50
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.

Full description at Econpapers || Download paper

50
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.

Full description at Econpapers || Download paper

49
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.

Full description at Econpapers || Download paper

48
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.

Full description at Econpapers || Download paper

47
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.

Full description at Econpapers || Download paper

45
2004Modeling electricity prices: jump diffusion and regime switching. (2004). Bierbrauer, M ; Truck, S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:1:p:39-48.

Full description at Econpapers || Download paper

45
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.

Full description at Econpapers || Download paper

45
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.

Full description at Econpapers || Download paper

45
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.

Full description at Econpapers || Download paper

44
2011Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis. (2011). Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:2:p:297-308.

Full description at Econpapers || Download paper

42
1997Scaling behavior in economics: The problem of quantifying company growth. (1997). Stanley, Eugene H ; Stanley, Michael H. R, ; Havlin, Shlomo ; Buldyrev, Sergey V ; Maass, Philipp ; Nunes Amaral, Luis A, ; Salinger, Michael A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:244:y:1997:i:1:p:1-24.

Full description at Econpapers || Download paper

40
2011DCCA cross-correlation coefficient: Quantifying level of cross-correlation. (2011). Zebende, G. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:4:p:614-618.

Full description at Econpapers || Download paper

39
2004Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms. (2004). Di Guilmi, Corrado ; Fujiwara, Yoshi ; Souma, Wataru ; Gallegati, Mauro ; Aoyama, Hideaki . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:335:y:2004:i:1:p:197-216.

Full description at Econpapers || Download paper

39
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.

Full description at Econpapers || Download paper

39
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.

Full description at Econpapers || Download paper

38
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.

Full description at Econpapers || Download paper

38
2010Cross-correlations between Chinese A-share and B-share markets. (2010). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:23:p:5468-5478.

Full description at Econpapers || Download paper

38
2010On Hurst exponent estimation under heavy-tailed distributions. (2010). Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3844-3855.

Full description at Econpapers || Download paper

37
1998On the minority game: Analytical and numerical studies. (1998). Zhang, Yi-Cheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:256:y:1998:i:3:p:514-532.

Full description at Econpapers || Download paper

36
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.

Full description at Econpapers || Download paper

36
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.

Full description at Econpapers || Download paper

36
2007Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin M. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:373:y:2007:i:c:p:603-614.

Full description at Econpapers || Download paper

36
2001Scaling properties of foreign exchange volatility. (2001). 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.

Full description at Econpapers || Download paper

35
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.

Full description at Econpapers || Download paper

35
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.

Full description at Econpapers || Download paper

35
2005Testing for time-varying long-range dependence in volatility for emerging markets. (2005). Tabak, Benjamin M. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:346:y:2005:i:3:p:577-588.

Full description at Econpapers || Download paper

34
2000Fractional calculus and continuous-time finance II: the waiting-time distribution. (2000). Mainardi, Francesco ; Gorenflo, Rudolf . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:287:y:2000:i:3:p:468-481.

Full description at Econpapers || Download paper

34
2008Using wavelets to decompose the time–frequency effects of monetary policy. (2008). Aguiar-Conraria, Luis ; Azevedo, Nuno ; Soares, Maria Joana . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:12:p:2863-2878.

Full description at Econpapers || Download paper

33
2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

Full description at Econpapers || Download paper

33
2003Scaling behaviors in differently developed markets. (2003). Dacorogna, M. M. ; Di Matteo, T. ; Aste, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:183-188.

Full description at Econpapers || Download paper

33
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.

Full description at Econpapers || Download paper

32
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.

Full description at Econpapers || Download paper

32
2011A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3806-3814.

Full description at Econpapers || Download paper

32
2001Differentiating intraday seasonalities through wavelet multi-scaling. (2001). 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.

Full description at Econpapers || Download paper

32
2006Worrying trends in econophysics. (2006). 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.

Full description at Econpapers || Download paper

31
2006Long memory in stock index futures markets: A value-at-risk approach. (2006). Shieh, Shwu-Jane ; Tang, Ta-Lun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:366:y:2006:i:c:p:437-448.

Full description at Econpapers || Download paper

31
2005A stabilization theorem for dynamics of continuous opinions. (2005). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:355:y:2005:i:1:p:217-223.

Full description at Econpapers || Download paper

30
2011Link prediction in complex networks: A survey. (2011). Lu, Linyuan ; Zhou, Tao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:6:p:1150-1170.

Full description at Econpapers || Download paper

30

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

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.

Full description at Econpapers || Download paper

97
2010The topology of the federal funds market. (2010). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:22:p:5223-5246.

Full description at Econpapers || Download paper

56
2007The topology of interbank payment flows. (2007). 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.

Full description at Econpapers || Download paper

45
2011Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis. (2011). Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:2:p:297-308.

Full description at Econpapers || Download paper

36
2011DCCA cross-correlation coefficient: Quantifying level of cross-correlation. (2011). Zebende, G. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:4:p:614-618.

Full description at Econpapers || Download paper

35
2012Multifractal detrended cross-correlations between the Chinese exchange market and stock market. (2012). Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:20:p:4855-4866.

Full description at Econpapers || Download paper

31
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.

Full description at Econpapers || Download paper

29
2011A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). Chen, Shu-Peng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:21:p:3806-3814.

Full description at Econpapers || Download paper

28
2008Using wavelets to decompose the time–frequency effects of monetary policy. (2008). Aguiar-Conraria, Luis ; Azevedo, Nuno ; Soares, Maria Joana . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:12:p:2863-2878.

Full description at Econpapers || Download paper

28
2010Cross-correlations between Chinese A-share and B-share markets. (2010). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:23:p:5468-5478.

Full description at Econpapers || Download paper

27
2010On Hurst exponent estimation under heavy-tailed distributions. (2010). Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:18:p:3844-3855.

Full description at Econpapers || Download paper

27
2011Link prediction in complex networks: A survey. (2011). Lu, Linyuan ; Zhou, Tao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:6:p:1150-1170.

Full description at Econpapers || Download paper

26
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.

Full description at Econpapers || Download paper

25
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.

Full description at Econpapers || Download paper

23
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.

Full description at Econpapers || Download paper

23
2011Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil. (2011). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:5:p:864-875.

Full description at Econpapers || Download paper

22
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.

Full description at Econpapers || Download paper

22
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.

Full description at Econpapers || Download paper

21
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.

Full description at Econpapers || Download paper

20
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.

Full description at Econpapers || Download paper

20
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.

Full description at Econpapers || Download paper

20
1997Emergence of cooperation and organization in an evolutionary game. (1997). Challet, D. ; Zhang, Y.-C., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:246:y:1997:i:3:p:407-418.

Full description at Econpapers || Download paper

19
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.

Full description at Econpapers || Download paper

19
2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. (2004). Tabak, Benjamin M ; Cajueiro, Daniel O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537.

Full description at Econpapers || Download paper

19
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.

Full description at Econpapers || Download paper

18
2009The 2006–2008 oil bubble: Evidence of speculation, and prediction. (2009). Sornette, Didier ; Zhou, Wei-Xing ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:8:p:1571-1576.

Full description at Econpapers || Download paper

18
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.

Full description at Econpapers || Download paper

17
2008The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market. (2008). Grech, Dariusz ; Pamua, Grzegorz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:387:y:2008:i:16:p:4299-4308.

Full description at Econpapers || Download paper

17
2007Long-range dependence and multifractality in the term structure of LIBOR interest rates. (2007). Tabak, Benjamin M. ; Cajueiro, Daniel O.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:373:y:2007:i:c:p:603-614.

Full description at Econpapers || Download paper

17
2003Scaling behaviors in differently developed markets. (2003). Dacorogna, M. M. ; Di Matteo, T. ; Aste, T.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:324:y:2003:i:1:p:183-188.

Full description at Econpapers || Download paper

17
2013Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets. (2013). Huang, Dengshi ; Wei, Yu ; Ma, Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:7:p:1659-1670.

Full description at Econpapers || Download paper

17
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.

Full description at Econpapers || Download paper

16
2012Maximum or minimum entropy generation for open systems?. (2012). Lucia, U.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:12:p:3392-3398.

Full description at Econpapers || Download paper

16
2005The scale-free topology of market investments. (2005). Garlaschelli, Diego ; Battiston, Stefano ; Servedio, Vito D. P., ; Castri, Maurizio ; Caldarelli, Guido . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:350:y:2005:i:2:p:491-499.

Full description at Econpapers || Download paper

16
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.

Full description at Econpapers || Download paper

15
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.

Full description at Econpapers || Download paper

15
2010Correlations and cross-correlations in the Brazilian agrarian commodities and stocks. (2010). Stoi, Borko ; Bejan, Lucian ; Siqueira, Erinaldo Leite . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:14:p:2739-2743.

Full description at Econpapers || Download paper

15
2007Topology of foreign exchange markets using hierarchical structure methods. (2007). Moyle, Brendan J. ; Naylor, Michael J. ; Rose, Lawrence C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:382:y:2007:i:1:p:199-208.

Full description at Econpapers || Download paper

15
2007Theory of rumour spreading in complex social networks. (2007). Bianconi, G. ; Moreno, Y. ; Nekovee, M. ; Marsili, M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:374:y:2007:i:1:p:457-470.

Full description at Econpapers || Download paper

15
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.

Full description at Econpapers || Download paper

15
2011Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis. (2011). Wu, Chongfeng ; Wei, Yu ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:5:p:817-827.

Full description at Econpapers || Download paper

15
2012Understanding the source of multifractality in financial markets. (2012). Di Matteo, T. ; Aste, Tomaso . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:17:p:4234-4251.

Full description at Econpapers || Download paper

15
2004Modeling electricity prices: jump diffusion and regime switching. (2004). Bierbrauer, M ; Truck, S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:336:y:2004:i:1:p:39-48.

Full description at Econpapers || Download paper

15
2013Stationary open systems: A brief review on contemporary theories on irreversibility. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:5:p:1051-1062.

Full description at Econpapers || Download paper

14
2013Price–volume cross-correlation analysis of CSI300 index futures. (2013). Wang, Dong-Hua ; Suo, Yuan-Yuan ; Yu, Xiao-Wen ; Lei, Man . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:5:p:1172-1179.

Full description at Econpapers || Download paper

14
2011Topology of the correlation networks among major currencies using hierarchical structure methods. (2011). Deviren, Bayram ; Kocakaplan, Yusuf ; Keskin, Mustafa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:4:p:719-730.

Full description at Econpapers || Download paper

14
2009Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis. (2009). Zhuang, Xin-tian ; Yuan, Ying ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:11:p:2189-2197.

Full description at Econpapers || Download paper

14
2006Long memory in stock index futures markets: A value-at-risk approach. (2006). Shieh, Shwu-Jane ; Tang, Ta-Lun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:366:y:2006:i:c:p:437-448.

Full description at Econpapers || Download paper

14
2010Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations. (2010). Hajian, S. ; Movahed, Sadegh M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:389:y:2010:i:21:p:4942-4957.

Full description at Econpapers || Download paper

14
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.

Full description at Econpapers || Download paper

14

Citing documents used to compute impact factor 342:


[Click on heading to sort table]

YearTitleSee
2014A new method of identifying influential nodes in complex networks based on TOPSIS. (2014). Gao, Cai ; Du, Yuxian ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:57-69.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cluster synchronization in directed networks of non-identical systems with noises via random pinning control. (2014). Hu, Aihua ; Guo, Liuxiao ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:537-548.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Power grid complex network evolutions for the smart grid. (2014). Pagani, Giuliano Andrea ; Aiello, Marco . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:248-266.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Architecture of the Florida power grid as a complex network. (2014). Gurfinkel, Aleks Jacob ; Xu, Yan ; Rikvold, Per Arne . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:130-140.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An exploratory analysis on the evolution of the US airport network. (2014). Shan, Jie ; Jia, Tao ; Qin, Kun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:266-279.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Topological interactive analysis of power system and its communication module: A complex network approach. (2014). Hu, Jianqiang ; Yu, Wenjie ; Ni, Ming ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:99-111.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Identifying and ranking influential spreaders in complex networks by neighborhood coreness. (2014). Bae, Joonhyun ; Kim, Sangwook . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:549-559.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cointegration analysis and influence rank—A network approach to global stock markets. (2014). Yang, Chunxia ; Chen, Yanhua ; Li, Qian ; Niu, Lei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:168-185.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Ranking the spreading ability of nodes in complex networks based on local structure. (2014). Xing, Changming ; Chen, Zhumin ; Gao, Shuai ; Ma, Jun ; Wang, Guanghui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:130-147.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Identifying influential spreaders by weighted LeaderRank. (2014). Chen, Duanbing ; Zhou, Tao ; Li, Qian ; Lu, Linyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:47-55.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Coritivity-based influence maximization in social networks. (2014). Jiang, Fei ; Wu, Yanlei ; Yang, Yang ; Jin, Shuyuan ; Xu, Jin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:467-480.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Evolution based on chromosome affinity from a network perspective. (2014). Carneiro, T. K. G., ; Pereira, H. B. B., ; Monteiro, R. L. S., ; Moret, M. A. ; Fontoura, J. R. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:276-283.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Enhancing resilience of interdependent networks by healing. (2014). Kertesz, Janos ; Stippinger, Marcell . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:481-487.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation and the Fokker–Planck equation. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:256-260.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation: Minimum inside and maximum outside. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:61-65.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Overview on fuel cells. (2014). Lucia, Umberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:30:y:2014:i:c:p:164-169.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation approach to cell systems. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:1-11.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation and cell growth with comments for a thermodynamic anticancer approach. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:107-118.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Parameter identification in mixed Brownian–fractional Brownian motions using Powells optimization algorithm. (2014). Zhang, Pu ; Xiao, Wei-Lin ; Sun, QI. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:314-319.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The pricing of credit default swaps under a generalized mixed fractional Brownian motion. (2014). Chen, Wenting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:26-33.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal and singularity analysis of highway volume data. (2014). Zhang, Cheng ; Dai, Meifeng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:332-340.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF. (2014). Wang, Hongwu ; Du, Ziping ; He, Xiaoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:76-85.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Information theoretic approach for accounting classification. (2014). E. M. S. Ribeiro, ; Prataviera, G. A.. In: Papers. RePEc:arx:papers:1401.2954.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Information theoretic approach for accounting classification. (2014). Prataviera, G. A. ; Ribeiro, E. M. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:651-660.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An amoeboid algorithm for solving linear transportation problem. (2014). Gao, Cai ; Zhang, Zili ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran ; Yan, Chao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:179-186.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Quantum spatial-periodic harmonic model for daily price-limited stock markets. (2014). Guo, Hong ; Meng, Xiangyi ; Xu, Jingjing ; Zhang, Jian-Wei . In: Papers. RePEc:arx:papers:1405.4490.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Exact solution of a generalized version of the Black-Scholes equation. (2014). Delcea, Camelia ; Cotfas, Nicolae . In: Papers. RePEc:arx:papers:1411.2628.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Fractal markets: Liquidity and investors on different time horizons. (2014). Li, Da-Ye ; Nishimura, Yusaku ; Men, Ming . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:144-151.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Iterated snowdrift game among mobile agents with myopic expected-reward based decision rule: Numerical and analytical research. (2014). Jia, Ning ; Ma, Shoufeng ; Zhong, Shiquan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:6-18.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do wealth distributions follow power laws? Evidence from ‘rich lists’. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:155-162.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A dynamic evolution model of human opinion as affected by advertising. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:254-262.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A criterion for the determination of optimal scaling ranges in DFA and MF-DFA. (2014). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:17-30.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Finite sample properties of power-law cross-correlations estimators. (2014). . In: Papers. RePEc:arx:papers:1409.6857.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. (2014). Niu, Hongli ; Wang, Jun . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1045-1063.

Full description at Econpapers || Download paper

[Citation Analysis]
2014On the axiomatic requirement of range to measure uncertainty. (2014). Deng, Xinyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:163-168.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The Gouy-Stodola Theorem in Bioenergetic Analysis of Living Systems (Irreversibility in Bioenergetics of Living Systems). (2014). Lucia, Umberto . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5717-5739:d:39806.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal characterization of gold market: A multifractal detrended fluctuation analysis. (2014). Mukhopadhyay, Amitabha ; Mali, Provash . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:361-372.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cross-correlations between crude oil and agricultural commodity markets. (2014). Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:293-302.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Predicting trend reversals using market instantaneous state. (2014). Bury, Thomas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:79-91.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Efficiency characterization of a large neuronal network: A causal information approach. (2014). Deleglise, Emilia B. ; Rosso, Osvaldo A. ; Montani, Fernando . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:58-70.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Semi-supervised community detection based on discrete potential theory. (2014). Liu, Dong ; Wang, Wenjun ; Bai, Hongyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:173-182.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Impact of degree mixing pattern on consensus formation in social networks. (2014). Liu, Xiaofan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:1-6.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Earthquake networks based on space–time influence domain. (2014). Zhao, Hai ; Liu, Zheng ; He, Xuan ; Cai, Wei ; Si, Shuai-Zong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:175-184.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Convection–diffusion effects in marathon race dynamics. (2014). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:498-507.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Research on evacuation in the subway station in China based on the Combined Social Force Model. (2014). YU, Hua ; Sui, Jie ; Wan, Jiahui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:33-46.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A social force evacuation model with the leadership effect. (2014). Wang, Bing-Hong ; Pan, Xue ; Hou, Lei ; Liu, Jian-Guo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:93-99.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Simulation and analysis of individual trampling risk during escalator transfers. (2014). Gong, Jianhua ; Li, Wenhang ; Shen, Shen ; Duan, Qishen ; Yu, Ping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:119-133.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Evacuation dynamic and exit optimization of a supermarket based on particle swarm optimization. (2014). Li, Lin ; Yu, Zhonghai ; Chen, Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:157-172.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A visibility graph averaging aggregation operator. (2014). Mahadevan, Sankaran ; Hu, Yong ; Deng, Yong ; Chen, Shiyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:1-12.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The evolution of communities in the international oil trade network. (2014). An, Haizhong ; Sun, Xiaoqi ; Gao, Xiangyun ; Zhong, Weiqiong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:42-52.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measures of uncertainty in market network analysis. (2014). Koldanov, A. P. ; Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:59-70.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Relativistic formulation of the generalized nonextensive Thomas–Fermi model. (2014). Ourabah, Kamel ; Tribeche, Mouloud . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:470-474.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market. (2014). Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:460-469.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Hilbert–Huang Transform based multifractal analysis of China stock market. (2014). Li, Muyi ; Huang, Yongxiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:222-229.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A simple stochastic cellular automaton for synchronized traffic flow. (2014). Herz, Benedikt ; Chmura, Thorsten ; Pitz, Thomas ; Schreckenberg, Michael ; Knorr, Florian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:332-337.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stop-and-go traffic analysis: Theoretical properties, environmental impacts and oscillation mitigation. (2014). Cui, Jianxun ; Li, Xiaopeng ; An, Shi ; Parsafard, Mohsen . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:70:y:2014:i:c:p:319-339.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin M.. In: Working Papers Series. RePEc:bcb:wpaper:351.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Effects of global financial crisis on network structure in a local stock market. (2014). Nobi, Ashadun ; Maeng, Seong Eun ; Lee, Jae Woo ; Ha, Gyeong Gyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Spatial and temporal structures of four financial markets in Greater China. (2014). Zheng, B. ; Jiang, X. F. ; Ouyang, F. Y.. In: Papers. RePEc:arx:papers:1402.1046.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Short-term market reaction after trading halts in Chinese stock market. (2014). Xu, Hai-Chuan ; Liu, Yi-Fang ; Zhang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:103-111.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Spatial and temporal structures of four financial markets in Greater China. (2014). Zheng, B. ; Jiang, X. F. ; Ouyang, F. Y.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:236-244.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Agent-based model with asymmetric trading and herding for complex financial systems. (2014). Zheng, BO ; Tan, Lei ; Chen, Jun-Jie . In: Papers. RePEc:arx:papers:1407.5258.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Navigation in spatial networks: A survey. (2014). Chen, Shengyong ; Huang, Wei ; Wang, Wanliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:132-154.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractality and long memory of a financial index. (2014). Gomez-Ullate, David ; Suarez-Garcia, Pablo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:226-234.

Full description at Econpapers || Download paper

[Citation Analysis]
2014.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Buyer-Supplier Networks and Aggregate Volatility. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf353.

Full description at Econpapers || Download paper

[Citation Analysis]
2014.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Can memory and conformism resolve the vaccination dilemma?. (2014). Han, Dun ; Sun, Mei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:95-104.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Comprehensive consideration of strategy updating promotes cooperation in the prisoner’s dilemma game. (2014). Sadiq, Rehan ; Deng, Yong ; Li, Ya ; Lan, Xin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:284-292.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Community structure inhibits cooperation in the spatial prisoner’s dilemma. (2014). Li, Huijie ; Hou, Yanqiao ; Jiao, Licheng ; Wu, Jianshe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:169-179.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measuring correlations between non-stationary series with DCCA coefficient. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:291-298.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets. (2014). Lunackova, Petra . In: Papers. RePEc:arx:papers:1407.5466.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Spectrum-based estimators of the bivariate Hurst exponent. (2014). . In: Papers. RePEc:arx:papers:1408.6637.

Full description at Econpapers || Download paper

[Citation Analysis]
2014On the interplay between short and long term memory in the power-law cross-correlations setting. (2014). . In: Papers. RePEc:arx:papers:1409.6444.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Autocorrelation and cross-correlation in time series of homicide and attempted homicide. (2014). Zebende, G. F. ; Filho, Machado A. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:12-19.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cross-correlations between spot and futures markets of nonferrous metals. (2014). Liu, LI ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. (2014). Cao, Guangxi ; Guo, YU ; Han, Yan ; Cui, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:308-320.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cross-correlation between crude oil and refined product prices. (2014). Ma, Guofeng ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:284-293.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility. (2014). Huang, Dengshi ; Wei, Yu ; Chen, Yixiang ; Ma, Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:171-180.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets. (2014). Mulligan, Robert F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:252-264.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales. (2014). Xie, Chi ; Chen, Shou . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:70-79.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The impact of network characteristics on the diffusion of innovations. (2014). Peres, Renana . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:330-343.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A novel opinion dynamics model based on expanded observation ranges and individuals’ social influences in social networks. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:220-228.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A pattern mining approach to enhance the accuracy of collaborative filtering in sparse data domains. (2014). Akhlaghian, Fardin ; Moradi, Parham ; Ramezani, Mohsen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:72-84.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Analysis of percolation behaviors of clustered networks with partial support–dependence relations. (2014). Stanley, Eugene H. ; Du, Ruijin ; Fu, Min ; Tian, Lixin ; Dong, Gaogao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:370-378.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Transport processes in biological systems: Tumoral cells and human brain. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:327-336.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Thermodynamic approach to nano-properties of cell membrane. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:185-191.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Potts model partition functions on two families of fractal lattices. (2014). Gong, Helin ; Jin, Xianan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:143-153.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Human-Mobility Networks, Country Income, and Labor Productivity. (2014). . In: LEM Papers Series. RePEc:ssa:lemwps:2014/08.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Simulation of spatial and temporal separation of pedestrian counter flow through a bottleneck. (2014). Guo, Ren-Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:428-439.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Using the informational Fisher–Shannon method to investigate the influence of long-term deformation processes on geoelectrical signals: An example from the Taiwan orogeny. (2014). Chen, Chien-chih ; Lovallo, Michele ; Telesca, Luciano ; Konstantinou, Konstantinos I. ; Hsu, Han-Lun ; Romano, Gerardo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:340-351.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Financial time series analysis based on information categorization method. (2014). Feng, Guochen ; Tian, Qiang ; Shang, Pengjian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:183-191.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Predicting and recommending collaborations: An author-, institution-, and country-level analysis. (2014). Yan, Erjia ; Guns, Raf . In: Journal of Informetrics. RePEc:eee:infome:v:8:y:2014:i:2:p:295-309.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Abstract phase space networks describing reactive dynamics. (2014). Provata, A. ; Panagakou, E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:181-193.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamic analysis of traffic time series at different temporal scales: A complex networks approach. (2014). Liu, Fang ; Wang, Yinhai ; Zhang, Shen ; Tang, Jinjun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:303-315.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Integrated passenger terminal capacity analysis under the capacity constraints of surrounding road network. (2014). Huang, Huang ; Zhou, Xuemei ; Jia, Xinchang ; Jiang, Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:194-203.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Texture descriptor combining fractal dimension and artificial crawlers. (2014). Machado, Bruno Brandoli ; Gonalves, Wesley Nunes ; Bruno, Odemir Martinez . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:358-370.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Optimized Laplacian image sharpening algorithm based on graphic processing unit. (2014). Al-Dhelaan, Abdullah ; Tian, Yuan ; Wang, Xin ; Ma, Tinghuai ; Ji, Sai ; Al-Rodhaan, Mznah ; Li, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:400-410.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The notion of energy through multiple scales: From a molecular level to fluid flows and beyond. (2014). Chiavazzo, Eliodoro ; Asinari, Pietro . In: Energy. RePEc:eee:energy:v:68:y:2014:i:c:p:870-876.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Visibility graph analysis of 2002–2011 Pannonian seismicity. (2014). Toth, Laszlo ; Lovallo, Michele ; Telesca, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:219-224.

Full description at Econpapers || Download paper

[Citation Analysis]
2014CK-LPA: Efficient community detection algorithm based on label propagation with community kernel. (2014). Chen, DeRen ; Lin, Zhen ; Zheng, Xiaolin ; Xin, Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:386-399.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA. (2014). Dewandaru, Ginanjar ; Rizvi, Syed Aun R., ; Bacha, Obiyathulla I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:86-99.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets. (2014). Gunay, Samet . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:2:y:2014:i:4:p:315-334:d:41741.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cohabitation reaction–diffusion model for virus focal infections. (2014). Amor, Daniel R. ; Fort, Joaquim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:611-619.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An agent based multi-optional model for the diffusion of innovations. (2014). Laciana, Carlos E. ; Oteiza-Aguirre, Nicolas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:254-265.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Diffusion of two brands in competition: Cross-brand effect. (2014). Laciana, C. E. ; Rovere, S. L. ; Oteiza-Aguirre, N. ; Gual, G. ; Kalmus, D.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:104-115.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Race, gender and the econophysics of income distribution in the USA. (2014). Shaikh, Anwar ; Wiener, Noe ; Papanikolaou, Nikolaos . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:54-60.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stationary distribution of a stochastic SIS epidemic model with vaccination. (2014). Jiang, Daqing ; Lin, Yuguo ; Wang, Shuai . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:187-197.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Intraday price dynamics in spot and derivatives markets. (2014). Ryu, Doojin ; Kim, Jun Sik . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:247-253.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Phase-shifting behaviour revisited: An alternative measure. (2014). Kang, Bo Soo ; Ryu, Doowon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:167-173.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Occurrence of complementary processes in Parrondo’s paradox. (2014). Cheong, Kang Hao ; Soo, Wayne Wah Ming, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:180-185.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Why credit risk markets are predestined for exhibiting log-periodic power law structures. (2014). Wosnitza, Jan Henrik ; LEKER, JENS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:427-449.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Can log-periodic power law structures arise from random fluctuations?. (2014). Wosnitza, Jan Henrik ; LEKER, JENS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:228-250.

Full description at Econpapers || Download paper

[Citation Analysis]
20142SI2R rumor spreading model in homogeneous networks. (2014). Wang, Jiajia ; Huang, Rongbing ; Zhao, Laijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:153-161.

Full description at Econpapers || Download paper

[Citation Analysis]
2014From public outrage to the burst of public violence: An epidemic-like model. (2014). Memon, Nasrullah ; Galam, Serge ; Nizamani, Sarwat . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:620-630.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Unemployment, income distribution and debt-financed investment in a growth cycle model. (2014). Vercelli, Alessandro ; Sordi, Serena . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:325-348.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A topological investigation of phase transitions of cascading failures in power grids. (2014). Brazier, Frances M. T., ; Ko, Yakup ; Kooij, Robert E. ; Van Mieghem, Piet ; Warnier, Martijn . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:273-284.

Full description at Econpapers || Download paper

[Citation Analysis]
2014European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance. (2014). Siokis, Fotios M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:283-292.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A model for scaling in firms’ size and growth rate distribution. (2014). Metzig, Cornelia ; Gordon, Mirta B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:264-279.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales. (2014). Yuan, Naiming ; Fu, Zuntao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:71-79.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:169-175.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A new correlation coefficient for bivariate time-series data. (2014). Ceyhan, Elvan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:274-284.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Ornstein–Uhlenbeck processes for geophysical data analysis. (2014). SenGupta, Indranil ; Habtemicael, Semere . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:147-156.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cycling in stochastic general equilibrium. (2014). Xu, Bin . In: Papers. RePEc:arx:papers:1410.8432.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Analysis of the impact of education rate on the rumor spreading mechanism. (2014). Afassinou, Komi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:43-52.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Income tax evasion dynamics: Evidence from an agent-based econophysics model. (2014). Seibold, Goetz ; Pickhardt, Michael . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:147-160.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Behavioral dynamics of tax evasion – A survey. (2014). Prinz, Aloys ; Pickhardt, Michael . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:1-19.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamics of tax evasion with back auditing, social norm updating, and public goods provision – An agent-based simulation. (2014). Hokamp, Sascha . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:187-199.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Tax Compliance and Public Goods Provision -- An Agent-based Econophysics Approach. (2014). Seibold, G.. In: Papers. RePEc:arx:papers:1409.8528.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Tax Compliance and Public Goods Provision. An Agent-based Econophysics Approach. (2014). Seibold, Gotz ; Hokamp, Sascha . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:4:p:217-236.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Steady-state traffic flow on a ring road with up- and down-slopes. (2014). Wu, Chun-Xiu ; Wong, S. C. ; Zhang, Peng ; Choi, Keechoo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:85-93.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Simulation of emotional contagion using modified SIR model: A cellular automaton approach. (2014). Fu, Libi ; Song, Weiguo ; Lo, Siuming ; Lv, Wei, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:380-391.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Prospective applications of renewable energy based electrochemical systems in wastewater treatment: A review. (2014). Issabayeva, G. ; Mook, W. T. ; Aroua, M. K.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:38:y:2014:i:c:p:36-46.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Collective behavior and the identification of phases in bicycle pelotons. (2014). Richardson, Ashlin ; Perc, Matja ; Trenchard, Hugh ; Ratamero, Erick . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:92-103.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Incorporating profile information in community detection for online social networks. (2014). Yeung, K. H. ; Fan, W.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:226-234.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Optimism when winning and cautiousness when losing promote cooperation in the spatial prisoner’s dilemma game. (2014). Cui, Guang-Hai ; Wang, Zhen ; Fan, Xin-Xin ; Deonauth, Nakema ; Li, Ming-Chu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:181-189.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Structural changes in cross-border liabilities: A multidimensional approach. (2014). Spelta, Alessandro ; ARAUJO, Tanya . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:277-287.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Wind speed and energy forecasting at different time scales: A nonparametric approach. (2014). Petroni, Filippo ; DAmico, Guglielmo ; Prattico, Flavio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:59-66.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Determination of overlapping degree of interfacial layers around polydisperse ellipsoidal particles in particulate composites. (2014). Zhao, Haitao ; Tian, Xia ; Xu, Wenxiang ; Chen, Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:126-136.

Full description at Econpapers || Download paper

[Citation Analysis]
2014New treatments of density fluctuations and recurrence times for re-estimating Zermelo’s paradox. (2014). Michel, Denis . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:128-134.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The role of fluctuating modes of autocorrelation in crude oil prices. (2014). An, Haizhong ; Ding, Yinghui ; Huang, Xuan ; Gao, Xiangyun ; Fang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:382-390.

Full description at Econpapers || Download paper

[Citation Analysis]
2014On the topological properties of the cross-shareholding networks of listed companies in China: Taking shareholders’ cross-shareholding relationships into account. (2014). An, Haizhong ; Gao, Xiangyun ; Xu, Qun ; Huang, Jiachen ; Li, Huajiao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:80-88.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Does high frequency trading affect technical analysis and market efficiency? And if so, how?. (2014). Gebka, Bartosz ; Manahov, Viktor ; Hudson, Robert . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:131-157.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Macroscopic characterization of data sets by using the average absolute deviation. (2014). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:222-234.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Financial market volatility and contagion effect: A copula–multifractal volatility approach. (2014). Liu, Maojuan ; Wei, Yu ; Lin, Yu ; Chen, Wang ; Lang, Qiaoqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:289-300.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis. (2014). Mora-Valencia, Andres ; Perote, Javier ; Del Brio, Esther B.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:330-343.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting VaR and ES of stock index portfolio: A Vine copula method. (2014). Zhang, Bangzheng ; Peng, Zhenfeng ; Wei, Yu ; Lai, Xiaodong ; Yu, Jiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:112-124.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Explicit expressions of the Pietra index for the generalized function for the size distribution of income. (2014). Sarabia, Jose Maria ; Jorda, Vanesa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:582-595.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1307.3060.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Commodity futures and market efficiency. (2014). Vosvrda, Miloslav . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Delay-induced synchronization transitions in modular scale-free neuronal networks with hybrid electrical and chemical synapses. (2014). Deng, Bin ; Wei, Xile ; Wang, Jiang ; Yu, Haitao ; Liu, Chen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:25-34.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A dual theory of price and value in a meso-scale economic model with stochastic profit rate. (2014). Greenblatt, R. E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:518-531.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamic analysis of traffic time series at different temporal scales: A complex networks approach. (2014). Liu, Fang ; Wang, Yinhai ; Zhang, Shen ; Tang, Jinjun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:303-315.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The global financial crisis: Is there any contagion between real estate and equity markets?. (2014). Chan, Ka Kwan Kevin, ; Hui, Eddie Chi-Man . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:216-225.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Evolution based on chromosome affinity from a network perspective. (2014). Carneiro, T. K. G., ; Pereira, H. B. B., ; Monteiro, R. L. S., ; Moret, M. A. ; Fontoura, J. R. A., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:276-283.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Bounds for Jeffreys–Tsallis and Jensen–Shannon–Tsallis divergences. (2014). Sluanschi, E. I. ; Preda, V. ; Popescu, P. G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:280-283.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Bidirectional linkage between inflation and inflation uncertainty – the case of Eastern European countries. (2014). ivkov, Dejan ; Pecanac, Marko ; Njegic, Jovan . In: Baltic Journal of Economics. RePEc:bic:journl:v:14:y:2014:i:1-2:p:124-139.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Equilibrium unemployment in the presence of different skill levels in two different regions: Mexico versus Egypt. (2014). Vazquez, Imelda Flores . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:7:y:2014:i:3:p:121-131.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Recursive subdivision of urban space and Zipf’s law. (2014). Wang, Jiejing ; Chen, Yanguang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:392-404.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The maximum balanced subgraph of a signed graph: Applications and solution approaches. (2014). Figueiredo, Rosa ; Frota, Yuri . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:2:p:473-487.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An approach for modeling vulnerability of the network of networks. (2014). Song, Bo ; Zhang, Zhaojun ; Liu, Haikuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:127-136.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An amoeboid algorithm for solving linear transportation problem. (2014). Gao, Cai ; Zhang, Zili ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran ; Yan, Chao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:179-186.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamics of human innovative behaviors. (2014). Wang, Bing-Hong ; Lin, Ying-Ting ; Han, Xiao-Pu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:74-81.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Can memory and conformism resolve the vaccination dilemma?. (2014). Han, Dun ; Sun, Mei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:95-104.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cluster synchronization in directed networks of non-identical systems with noises via random pinning control. (2014). Hu, Aihua ; Guo, Liuxiao ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:537-548.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The similarity of weights on edges and discovering of community structure. (2014). Shen, Yi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:560-570.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Fast computing global structural balance in signed networks based on memetic algorithm. (2014). Du, Haifeng ; Sun, Yixiang ; Wang, Shanfeng ; Gong, Maoguo ; Ma, Lijia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:261-272.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Empirical analysis on future-cash arbitrage risk with portfolio VaR. (2014). Li, Cong ; Wang, Ze ; Chen, Rongda . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:210-216.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Strong anticipation and long-range cross-correlation: Application of detrended cross-correlation analysis to human behavioral data. (2014). Delignieres, Didier ; Marmelat, Vivien . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:47-60.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales. (2014). Yuan, Naiming ; Fu, Zuntao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:71-79.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Spectrum-based estimators of the bivariate Hurst exponent. (2014). . In: Papers. RePEc:arx:papers:1408.6637.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal detrended cross-correlation analysis of gold price and SENSEX. (2014). Ghosh, Dipak ; Dutta, Srimonti ; Samanta, Shukla . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:195-204.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Finite sample properties of power-law cross-correlations estimators. (2014). . In: Papers. RePEc:arx:papers:1409.6857.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cross-correlation between crude oil and refined product prices. (2014). Ma, Guofeng ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:284-293.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA. (2014). Lin, Aijing ; Shang, Pengjian ; Zhong, Bo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:259-272.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Optimism when winning and cautiousness when losing promote cooperation in the spatial prisoner’s dilemma game. (2014). Cui, Guang-Hai ; Wang, Zhen ; Fan, Xin-Xin ; Deonauth, Nakema ; Li, Ming-Chu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:181-189.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An exploratory analysis on the evolution of the US airport network. (2014). Shan, Jie ; Jia, Tao ; Qin, Kun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:266-279.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cointegration analysis and influence rank—A network approach to global stock markets. (2014). Yang, Chunxia ; Chen, Yanhua ; Li, Qian ; Niu, Lei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:168-185.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Network formation by contact arrested propagation. (2014). Malthe-Sorenssen, Anders ; Baetens, Jan M. ; Jettestuen, Espen ; Hafver, Andreas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:240-255.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Tsallis entropy for assessing quantum correlation with Bell-type inequalities in EPR experiment. (2014). Chapeau-Blondeau, Franois . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:204-215.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The informational efficiency of bonds and stocks: The role of institutional sized bond trades. (2014). Tsai, Hui-Ju . In: International Review of Economics & Finance. RePEc:eee:reveco:v:31:y:2014:i:c:p:34-45.

Full description at Econpapers || Download paper

[Citation Analysis]
2014European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance. (2014). Siokis, Fotios M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:283-292.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets. (2014). Mulligan, Robert F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:252-264.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal diffusion entropy analysis: Optimal bin width of probability histograms. (2014). Korbel, Jan ; Jizba, Petr . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:438-458.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Gause’s principle in interspecific competition of the cyclic predator–prey system. (2014). Wang, Haoying ; Huang, Zhong ; Pan, Qiuhui ; He, Mingfeng ; Chen, Luyi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:108-113.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An absolute measure for a key currency. (2014). Aihara, Kazuyuki ; Hirata, Yoshito ; Oya, Shunsuke . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:15-23.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Simulation of spatial and temporal separation of pedestrian counter flow through a bottleneck. (2014). Guo, Ren-Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:428-439.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Option volatility and the acceleration Lagrangian. (2014). Baaquie, Belal E. ; Cao, Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:337-363.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Quantum spatial-periodic harmonic model for daily price-limited stock markets. (2014). Guo, Hong ; Meng, Xiangyi ; Xu, Jingjing ; Zhang, Jian-Wei . In: Papers. RePEc:arx:papers:1405.4490.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Option pricing: Stock price, stock velocity and the acceleration Lagrangian. (2014). Baaquie, Belal E. ; Du, Xin ; Bhanap, Jitendra . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:564-581.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Behavior of grains in contact with the wall of a silo during the initial instants of a discharge-driven collapse. (2014). Colonnello, C. ; Reyes, L. I. ; Gutierrez, G. ; Clement, E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:35-42.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Control of the socio-economic systems using herding interactions. (2014). Kononovicius, Aleksejus ; Gontis, Vygintas . In: Papers. RePEc:arx:papers:1309.6105.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Control of the socio-economic systems using herding interactions. (2014). Kononovicius, A. ; Gontis, V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:80-84.

Full description at Econpapers || Download paper

[Citation Analysis]
2014To lag or not to lag? How to compare indices of stock markets that operate on different times. (2014). Sandoval, Leonidas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:227-243.

Full description at Econpapers || Download paper

[Citation Analysis]
2014True or Spurious Long Memory in Volatility : Further Evidence on the Energy Futures Markets. (2014). Lanouar, Charfeddine . In: Working Papers. RePEc:ipg:wpaper:2014-503.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractality and long memory of a financial index. (2014). Gomez-Ullate, David ; Suarez-Garcia, Pablo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:226-234.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Explosive percolation: Unusual transitions of a simple model. (2014). Kosmidis, K. ; Giazitzidis, P. ; Bastas, N. ; Maragakis, M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:54-65.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Regularity in the time-dependent distribution of the percentage of never-cited papers: An empirical pilot study based on the six journals. (2014). Wu, Yishan ; Hu, Zewen . In: Journal of Informetrics. RePEc:eee:infome:v:8:y:2014:i:1:p:136-146.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Explicit expressions of the Pietra index for the generalized function for the size distribution of income. (2014). Sarabia, Jose Maria ; Jorda, Vanesa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:582-595.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multi-q pattern classification of polarization curves. (2014). Bastos, Ivan N. ; Gonalves, Wesley N. ; Fabbri, Ricardo ; Bruno, Odemir M. ; Neto, Francisco D. Moura, ; Lopes, Francisco J. P., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:332-339.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Steady-state traffic flow on a ring road with up- and down-slopes. (2014). Wu, Chun-Xiu ; Wong, S. C. ; Zhang, Peng ; Choi, Keechoo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:85-93.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A variational formulation for higher order macroscopic traffic flow models: Numerical investigation. (2014). Costeseque, Guillaume ; Lebacque, Jean-Patrick . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:70:y:2014:i:c:p:112-133.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Compare two community-based personalized information recommendation algorithms. (2014). Xiong, Fei ; Zhang, Zhen-jiang ; Liu, Yun ; Wen, Yuan ; Cao, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:199-209.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Improved hybrid information filtering based on limited time window. (2014). Liu, Jian-Guo ; Song, Wen-Jun ; Guo, Qiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:192-197.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A study on modeling the dynamics of statistically dependent returns. (2014). Seifi, Abbas ; Aminnayeri, Majid ; Davari-Ardakani, Hamed . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:35-51.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A new method of identifying influential nodes in complex networks based on TOPSIS. (2014). Gao, Cai ; Du, Yuxian ; Hu, Yong ; Deng, Yong ; Mahadevan, Sankaran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:57-69.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stock network stability in times of crisis. (2014). Heiberger, Raphael H.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:376-381.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Emerging markets in the global economic network: Real(ly) decoupling?. (2014). Trancoso, Tiago . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:499-510.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Universality of non-extensive Tsallis statistics and time series analysis: Theory and applications. (2014). Iliopoulos, A. C. ; Xenakis, M. N. ; Karakatsanis, L. P. ; Pavlos, G. P. ; Sarafopoulos, D. V.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:58-95.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market. (2014). Cao, Guangxi ; Xu, Longbing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:460-469.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal detrended cross-correlation analysis of carbon and crude oil markets. (2014). Zhang, Bangzheng ; Wei, Yu ; Zhuang, Xiaoyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:113-125.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measuring correlations between non-stationary series with DCCA coefficient. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:291-298.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cross-correlations between crude oil and agricultural commodity markets. (2014). Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:293-302.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales. (2014). Xie, Chi ; Chen, Shou . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:70-79.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. (2014). Cao, Guangxi ; Guo, YU ; Han, Yan ; Cui, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:308-320.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series. (2014). Rao, Madhusudana P. ; Manimaran, P. ; Pal, Mayukha . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:452-460.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility. (2014). Huang, Dengshi ; Wei, Yu ; Chen, Yixiang ; Ma, Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:171-180.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1208.2775.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Physical approach to price momentum and its application to momentum strategy. (2014). Choi, Jaehyung . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:61-72.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Human behavior during Flash Crowd in web surfing. (2014). Hu, Hanping ; Liu, Ying ; Pan, Junshan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:212-219.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Simulation of emotional contagion using modified SIR model: A cellular automaton approach. (2014). Fu, Libi ; Song, Weiguo ; Lo, Siuming ; Lv, Wei, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:380-391.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A graphical representation of protein based on a novel iterated function system. (2014). He, Ping-an ; Liu, Yuxin ; Yao, Yuhua ; Ma, Tingting ; Dai, Qi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:21-28.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Convection–diffusion effects in marathon race dynamics. (2014). Rodriguez, E. ; Alvarez-Ramirez, J. ; Espinosa-Paredes, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:498-507.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An extended floor field model based on regular hexagonal cells for pedestrian simulation. (2014). Leng, Biao ; Xiong, Zhang ; Zhao, Wenyuan ; Wang, Jianyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:119-133.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The Benford law behavior of the religious activity data. (2014). Mir, T. A.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:1-9.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Benfords law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions. (2014). Ausloos, Marcel ; Mir, Tariq Ahmad ; Cerqueti, Roy . In: Papers. RePEc:arx:papers:1410.2890.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Assessing the Inequalities of Wealth in Regions: the Italian Case. (2014). Ausloos, Marcel . In: Papers. RePEc:arx:papers:1410.4922.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Tracking the Exchange Rate Management in Latin America. (2014). Carrera, Cesar . In: Working Papers. RePEc:rbp:wpaper:2014-020.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Memory and long-range correlations in chess games. (2014). Schaigorodsky, Ana L. ; Billoni, Orlando V. ; Perotti, Juan I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:304-311.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Traffic disruption and recovery in road networks. (2014). de Gier, Jan ; Garoni, Timothy M. ; Zhang, Lele . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:82-102.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Potential impact of transition to a low-carbon transport system in Iceland. (2014). Davidsdottir, Brynhildur ; Leaver, Jonathan ; Stefansson, Hlynur ; Asgeirsson, Eyjolfur Ingi ; Shafiei, Ehsan . In: Energy Policy. RePEc:eee:enepol:v:69:y:2014:i:c:p:127-142.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation and the Fokker–Planck equation. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:256-260.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Transport processes in biological systems: Tumoral cells and human brain. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:327-336.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation: Minimum inside and maximum outside. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:61-65.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Overview on fuel cells. (2014). Lucia, Umberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:30:y:2014:i:c:p:164-169.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation approach to cell systems. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:1-11.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation and cell growth with comments for a thermodynamic anticancer approach. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:107-118.

Full description at Econpapers || Download paper

[Citation Analysis]
2014On the axiomatic requirement of range to measure uncertainty. (2014). Deng, Xinyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:163-168.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Thermodynamic approach to nano-properties of cell membrane. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:185-191.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The Gouy-Stodola Theorem in Bioenergetic Analysis of Living Systems (Irreversibility in Bioenergetics of Living Systems). (2014). Lucia, Umberto . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:9:p:5717-5739:d:39806.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Prospective applications of renewable energy based electrochemical systems in wastewater treatment: A review. (2014). Issabayeva, G. ; Mook, W. T. ; Aroua, M. K.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:38:y:2014:i:c:p:36-46.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Moral foundations in an interacting neural networks society: A statistical mechanics analysis. (2014). Susemihl, A. ; Vicente, R. ; Caticha, N. ; Jerico, J. P.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:124-138.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Understanding information propagation on online social tagging systems: a case study on Flickr. (2014). Jung, Jason . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:2:p:745-754.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measuring Gender Differences in Information Sharing Using Network Analysis: the Case of the Austrian Interlocking Directorship Network in 2009. (2014). Drago, Carlo ; Aliberti, Livia Amidani ; Carbonai, Davide . In: Working Papers. RePEc:fem:femwpa:2014.61.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Structural differences between open and direct communication in an online community. (2014). Karimi, Fariba ; Ramenzoni, Veronica C. ; Holme, Petter . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:263-273.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Study on some bus transport networks in China with considering spatial characteristics. (2014). Chen, Guang ; Yang, Xu-Hua ; Wang, Wan-Liang . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:69:y:2014:i:c:p:1-10.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Determination of overlapping degree of interfacial layers around polydisperse ellipsoidal particles in particulate composites. (2014). Zhao, Haitao ; Tian, Xia ; Xu, Wenxiang ; Chen, Wen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:126-136.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Can log-periodic power law structures arise from random fluctuations?. (2014). Wosnitza, Jan Henrik ; LEKER, JENS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:228-250.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measuring persistence in stock market volatility using the FIGARCH approach. (2014). Bentes, Sonia R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:190-197.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Applying “Benford’s law” to the Crosswise Model: Findings from an online survey on tax evasion. (2014). . In: Working Paper. RePEc:ris:vhsuwp:2014_148.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Random Market Models with an H-Theorem. (2014). Shivanian, Elyas ; Lopez-Ruiz, Ricardo . In: Papers. RePEc:arx:papers:1307.2169.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate. (2014). Zhang, Weiguo ; Chen, Xiaoyan ; Xiao, Weilin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:320-337.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Macroscopic characterization of data sets by using the average absolute deviation. (2014). Campos, Diogenes . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:222-234.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Income tax evasion dynamics: Evidence from an agent-based econophysics model. (2014). Seibold, Goetz ; Pickhardt, Michael . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:40:y:2014:i:c:p:147-160.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A permutation entropy based test for causality: The volume–stock price relation. (2014). Marin, Manuel Ruiz ; Dore, Mohammed I. ; Matilla-Garcia, Mariano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:280-288.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Modeling the dynamics of European carbon futures price: a Zipf analysis. (2014). Zhu, Bangzhu ; Ma, Shujiao . In: Working Papers. RePEc:ipg:wpaper:2014-155.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Modelling the dynamics of European carbon futures price: A Zipf analysis. (2014). Zhu, Bangzhu ; Ma, Shujiao ; Chevallier, Julien . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:372-380.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. (2014). Niu, Hongli ; Wang, Jun . In: Computational Statistics. RePEc:spr:compst:v:29:y:2014:i:5:p:1045-1063.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Rates of convergence of extremes from skew-normal samples. (2014). Nadarajah, Saralees ; Peng, Zuoxiang ; Liao, Xin ; Wang, Xiaoqian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:84:y:2014:i:c:p:40-47.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Energy model for rumor propagation on social networks. (2014). Zhuang, Fuzhen ; Shi, Zhongzhi ; Ao, Xiang ; Han, Shuo ; He, Qing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:99-109.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A criterion for the determination of optimal scaling ranges in DFA and MF-DFA. (2014). Gulich, Damian ; Zunino, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:17-30.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Optimized Laplacian image sharpening algorithm based on graphic processing unit. (2014). Al-Dhelaan, Abdullah ; Tian, Yuan ; Wang, Xin ; Ma, Tinghuai ; Ji, Sai ; Al-Rodhaan, Mznah ; Li, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:400-410.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Testing the weak-form efficiency of the WTI crude oil futures market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF. (2014). Wang, Hongwu ; Du, Ziping ; He, Xiaoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:76-85.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Spatiotemporal chaos in mixed linear–nonlinear coupled logistic map lattice. (2014). Wang, Xing-Yuan ; Zhang, Ying-Qian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:104-118.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A new lattice Boltzmann model for solving the coupled viscous Burgers’ equation. (2014). Ma, Changfeng ; Lai, Huilin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:445-457.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Measures of uncertainty in market network analysis. (2014). Koldanov, A. P. ; Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:59-70.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Evacuation dynamic and exit optimization of a supermarket based on particle swarm optimization. (2014). Li, Lin ; Yu, Zhonghai ; Chen, Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:157-172.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Interaction in agent-based economics: A survey on the network approach. (2014). Tedeschi, Gabriele ; Bargigli, Leonardo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:1-15.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The dynamic of innovation networks: a switching model on technological change. (2014). Tedeschi, Gabriele ; Vitali, Stefania ; Gallegati, Mauro . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:24:y:2014:i:4:p:817-834.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Systemic risk in banking networks: Advantages of “tiered” banking systems. (2014). Teteryatnikova, Mariya . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:47:y:2014:i:c:p:186-210.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Prices, debt and market structure in an agent-based model of the financial market. (2014). Riedler, Jesper ; Fischer, Thomas . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:95-120.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Bank interlinkages and macroeconomic stability. (2014). Tedeschi, Gabriele ; GRILLI, Ruggero ; Gallegati, Mauro . In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:72-88.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Visibility graph analysis of 2002–2011 Pannonian seismicity. (2014). Toth, Laszlo ; Lovallo, Michele ; Telesca, Luciano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:219-224.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Assessing the effectiveness of real-world network simplification. (2014). ubelj, Lovro ; Blagus, Neli ; Bajec, Marko . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:134-146.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Social influences in opinion dynamics: The role of conformity. (2014). Javarone, Marco Alberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:19-30.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Fractals and self-organized criticality in proteins. (2014). Phillips, J. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:440-448.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Financial market volatility and contagion effect: A copula–multifractal volatility approach. (2014). Liu, Maojuan ; Wei, Yu ; Lin, Yu ; Chen, Wang ; Lang, Qiaoqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:398:y:2014:i:c:p:289-300.

Full description at Econpapers || Download paper

[Citation Analysis]
20142SI2R rumor spreading model in homogeneous networks. (2014). Wang, Jiajia ; Huang, Rongbing ; Zhao, Laijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:153-161.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Analysis of the impact of education rate on the rumor spreading mechanism. (2014). Afassinou, Komi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:43-52.

Full description at Econpapers || Download paper

[Citation Analysis]
2014SICR rumor spreading model in complex networks: Counterattack and self-resistance. (2014). Wu, Jianliang ; Zan, Yongli ; Yu, Qinglin ; Li, Ping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:159-170.

Full description at Econpapers || Download paper

[Citation Analysis]
2014From public outrage to the burst of public violence: An epidemic-like model. (2014). Memon, Nasrullah ; Galam, Serge ; Nizamani, Sarwat . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:620-630.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Pricing European option under the time-changed mixed Brownian-fractional Brownian model. (2014). Yuan, Hongjun ; Guo, Zhidong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:73-79.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Identifying and ranking influential spreaders in complex networks by neighborhood coreness. (2014). Bae, Joonhyun ; Kim, Sangwook . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:549-559.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Ranking the spreading ability of nodes in complex networks based on local structure. (2014). Xing, Changming ; Chen, Zhumin ; Gao, Shuai ; Ma, Jun ; Wang, Guanghui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:130-147.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Identifying influential spreaders by weighted LeaderRank. (2014). Chen, Duanbing ; Zhou, Tao ; Li, Qian ; Lu, Linyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:47-55.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Coritivity-based influence maximization in social networks. (2014). Jiang, Fei ; Wu, Yanlei ; Yang, Yang ; Jin, Shuyuan ; Xu, Jin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:467-480.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Closed walks for community detection. (2014). Sun, Peng Gang ; Li, Zhou Jun ; Yang, Yang ; Hu, Xia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:397:y:2014:i:c:p:129-143.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Topological interactive analysis of power system and its communication module: A complex network approach. (2014). Hu, Jianqiang ; Yu, Wenjie ; Ni, Ming ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:99-111.

Full description at Econpapers || Download paper

[Citation Analysis]
2014WDEM: Weighted dynamics and evolution models for energy-constrained wireless sensor networks. (2014). Jiang, Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:323-331.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Regional allocation of carbon emission quotas in China: Evidence from the Shapley value method. (2014). Wang, Ao-Dong ; Zhang, Yue-Jun ; Da, Ya-Bin . In: Energy Policy. RePEc:eee:enepol:v:74:y:2014:i:c:p:454-464.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Minsky Financial Instability, Interscale Feedback, Percolation and Marshall-Walras Disequilibrium. (2014). Solomon, Sorin . In: Papers. RePEc:arx:papers:1402.0176.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A Socio-Finance Model: Inference and empirical application. (2014). Andersen, Jorgen Vitting ; Galam, Serge ; Dellaportas, Petros ; Vrontos, Ioannis . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01215605.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The role of fluctuating modes of autocorrelation in crude oil prices. (2014). An, Haizhong ; Ding, Yinghui ; Huang, Xuan ; Gao, Xiangyun ; Fang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:382-390.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A visibility graph averaging aggregation operator. (2014). Mahadevan, Sankaran ; Hu, Yong ; Deng, Yong ; Chen, Shiyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:1-12.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Scaling of average weighted shortest path and average receiving time on weighted hierarchical networks. (2014). Dai, Meifeng ; Sun, Yu ; Xi, Lifeng, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:110-118.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Long Memory Analysis: An Empirical Investigation. (2014). Amiri, Ashkan ; Nazarian, Rafik ; Alikhani, Nadiya G. ; Naderi, Esmaeil . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-01-3.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Mapping the online communication patterns of political conversations. (2014). Morales, A. J. ; Benito, R. M. ; Losada, J. C. ; Borondo, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:403-413.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Braess paradox and robustness of traffic networks under stochastic user equilibrium. (2014). Fu, Baibai ; Wang, Tianming ; Zhao, Chunxue . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:61:y:2014:i:c:p:135-141.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A novel opinion dynamics model based on expanded observation ranges and individuals’ social influences in social networks. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:220-228.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Characteristics of traffic flow at a non-signalized intersection in the framework of game theory. (2014). Jia, Bin ; Yun, Lifen ; Tian, Junfang ; Fan, Hongqiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:172-180.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The use of copula functions for modeling the risk of investment in shares traded on the Warsaw Stock Exchange. (2014). Domino, Krzysztof ; Bachowicz, Tomasz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:77-85.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Community structure inhibits cooperation in the spatial prisoner’s dilemma. (2014). Li, Huijie ; Hou, Yanqiao ; Jiao, Licheng ; Wu, Jianshe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:169-179.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Parameter identification in mixed Brownian–fractional Brownian motions using Powells optimization algorithm. (2014). Zhang, Pu ; Xiao, Wei-Lin ; Sun, QI. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:314-319.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The pricing of credit default swaps under a generalized mixed fractional Brownian motion. (2014). Chen, Wenting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:404:y:2014:i:c:p:26-33.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Leverage effect in energy futures. (2014). Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1403.0064.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do emerging markets become more efficient as they develop? Long memory persistence in equity indices. (2014). McGroarty, Frank ; Hull, Matthew . In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:45-61.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Commodity futures and market efficiency. (2014). Vosvrda, Miloslav . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Leverage effect in energy futures. (2014). . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:1-9.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Pricing of range accrual swap in the quantum finance Libor Market Model. (2014). Baaquie, Belal E. ; Cao, Yang ; Du, Xin ; Tang, Pan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:182-200.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cross-correlations between spot and futures markets of nonferrous metals. (2014). Liu, LI ; Wang, Yudong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India. (2014). Hiremath, Gourishankar S ; Kumari, Jyoti . In: MPRA Paper. RePEc:pra:mprapa:58378.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Wealth distribution and collective knowledge. A Boltzmann approach. (2014). Toscani, Giuseppe ; Pareschi, Lorenzo . In: Papers. RePEc:arx:papers:1401.4550.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Evolution of wealth in a nonconservative economy driven by local Nash equilibria. (2014). Ringhofer, Christian ; Degond, Pierre ; Liu, Jian-Guo . In: Papers. RePEc:arx:papers:1403.7800.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Evolution of wealth in a nonconservative economy driven by local Nash equilibria. (2014). Ringhofer, Christian ; Degond, Pierre ; Liu, Jian-Guo . In: Working Papers. RePEc:hal:wpaper:hal-00967662.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Random walk–percolation-based modeling of two-phase flow in porous media: Breakthrough time and net to gross ratio estimation. (2014). Masihi, Mohsen ; Ganjeh-Ghazvini, Mostafa ; Ghaedi, Mojtaba . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:214-221.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A biased view of a few possible components when reflecting on the present decade financial and economic crisis. (2014). Ausloos, Marcel . In: Papers. RePEc:arx:papers:1412.0127.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Efficiency characterization of a large neuronal network: A causal information approach. (2014). Deleglise, Emilia B. ; Rosso, Osvaldo A. ; Montani, Fernando . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:58-70.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detecting overlapping communities in networks using the maximal sub-graph and the clustering coefficient. (2014). Li, Junqiu ; Cui, Yaozu ; Wang, Xingyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:85-91.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Research on evacuation in the subway station in China based on the Combined Social Force Model. (2014). YU, Hua ; Sui, Jie ; Wan, Jiahui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:394:y:2014:i:c:p:33-46.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The predictive power of singular value decomposition entropy for stock market dynamics. (2014). CARAIANI, Petre . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:571-578.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Asymptotic form of the Kullback–Leibler divergence for multivariate asymmetric heavy-tailed distributions. (2014). Contreras-Reyes, Javier E.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:200-208.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Bayesian dynamic financial networks with time-varying predictors. (2014). Durante, Daniele ; Dunson, David B.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:93:y:2014:i:c:p:19-26.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin M.. In: Working Papers Series. RePEc:bcb:wpaper:351.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Modeling framework for optimal evacuation of large-scale crowded pedestrian facilities. (2014). Abdelghany, Ahmed ; Alhalabi, Wael ; Mahmassani, Hani. In: European Journal of Operational Research. RePEc:eee:ejores:v:237:y:2014:i:3:p:1105-1118.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Texture descriptor combining fractal dimension and artificial crawlers. (2014). Machado, Bruno Brandoli ; Gonalves, Wesley Nunes ; Bruno, Odemir Martinez . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:358-370.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Degree-corrected stochastic block models and reliability in networks. (2014). Zhao, Chengli ; Xie, Zheng ; Zhang, Xue ; Wang, Xiaojie ; Yi, Dongyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:553-559.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Global inequality in energy consumption from 1980 to 2010. (2014). Liu, Qin ; Yakovenko, Victor M. ; Lawrence, Scott . In: Papers. RePEc:arx:papers:1312.6443.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A social force evacuation model with the leadership effect. (2014). Wang, Bing-Hong ; Pan, Xue ; Hou, Lei ; Liu, Jian-Guo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:93-99.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Why credit risk markets are predestined for exhibiting log-periodic power law structures. (2014). Wosnitza, Jan Henrik ; LEKER, JENS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:393:y:2014:i:c:p:427-449.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The impact of the financial crisis on transatlantic information flows: An intraday analysis. (2014). Peter, Franziska J. ; Dimpfl, Thomas . In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:70.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The signaling effect of tax rates under fiscal competition: A (Shannonian) transfer entropy approach. (2014). Dima, Bogdan ; Barna, Flavia . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:373-381.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Effects of global financial crisis on network structure in a local stock market. (2014). Nobi, Ashadun ; Maeng, Seong Eun ; Lee, Jae Woo ; Ha, Gyeong Gyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Birth and death master equation for the evolution of complex networks. (2014). Cocho, G. ; Rodriguez, R. F. ; Alvarez-Martinez, R. ; Martinez-Mekler, G.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:198-208.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


[Click on heading to sort table]

YearTitleSee
2014Leverage effect in energy futures. (2014). Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1403.0064.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market. (2014). Gu, Gao-Feng ; Jiang, Zhi-Qiang ; Xiong, Xiong ; Zhang, Wei ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1404.1051.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Gu, Gao-Feng ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Zhou, Wei-Xing . In: Papers. RePEc:arx:papers:1405.1247.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Quantum spatial-periodic harmonic model for daily price-limited stock markets. (2014). Guo, Hong ; Meng, Xiangyi ; Xu, Jingjing ; Zhang, Jian-Wei . In: Papers. RePEc:arx:papers:1405.4490.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Finite sample properties of power-law cross-correlations estimators. (2014). . In: Papers. RePEc:arx:papers:1409.6857.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Benfords law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions. (2014). Ausloos, Marcel ; Mir, Tariq Ahmad ; Cerqueti, Roy . In: Papers. RePEc:arx:papers:1410.2890.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Towards a formalization of a two traders market with information exchange. (2014). Haven, E. ; Bagarello, F.. In: Papers. RePEc:arx:papers:1412.8725.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach. (2014). An, Haizhong ; Ding, Yinghui ; Gao, Xiangyun ; Zhong, Weiqiong ; Fang, Wei . In: Applied Energy. RePEc:eee:appene:v:136:y:2014:i:c:p:1067-1075.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. (2014). Dewandaru, Ginanjar ; Alhabshi, Syed Othman ; Rizvi, Syed Aun R., . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:4:p:553-571.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Leverage effect in energy futures. (2014). . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:1-9.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Competition, transmission and pattern evolution: A network analysis of global oil trade. (2014). Zhang, Hai-Ying ; Fan, Ying ; Ji, Qiang . In: Energy Policy. RePEc:eee:enepol:v:73:y:2014:i:c:p:312-322.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The transmission of fluctuant patterns of the forex burden based on international crude oil prices. (2014). An, Haizhong ; Sun, Xiaoqi ; Gao, Xiangyun ; Fang, Wei ; Li, Huajiao . In: Energy. RePEc:eee:energy:v:73:y:2014:i:c:p:380-386.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Features and evolution of international crude oil trade relationships: A trading-based network analysis. (2014). An, Haizhong ; Chen, Yurong ; Gao, Xiangyun ; Zhong, Weiqiong ; Li, Huajiao . In: Energy. RePEc:eee:energy:v:74:y:2014:i:c:p:254-259.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Phase-shifting behaviour revisited: An alternative measure. (2014). Kang, Bo Soo ; Ryu, Doowon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:167-173.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Can log-periodic power law structures arise from random fluctuations?. (2014). Wosnitza, Jan Henrik ; LEKER, JENS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:228-250.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Mixed convection of copper–water nanofluid in a shallow inclined lid driven cavity using the lattice Boltzmann method. (2014). Karimipour, Arash ; Jafari, Saeed ; Kazi, S. N. ; Safaei, Mohammad Reza ; Esfe, Mohammad Hemmat ; Semiromi, Davood Toghraie . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:402:y:2014:i:c:p:150-168.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Comprehensive consideration of strategy updating promotes cooperation in the prisoner’s dilemma game. (2014). Sadiq, Rehan ; Deng, Yong ; Li, Ya ; Lan, Xin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:403:y:2014:i:c:p:284-292.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stochastic volatility models at ρ=±1 as second class constrained Hamiltonian systems. (2014). Contreras G., Mauricio, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:405:y:2014:i:c:p:289-302.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation approach to cell systems. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:1-11.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Entropy generation and cell growth with comments for a thermodynamic anticancer approach. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:107-118.

Full description at Econpapers || Download paper

[Citation Analysis]
2014On the axiomatic requirement of range to measure uncertainty. (2014). Deng, Xinyang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:163-168.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series. (2014). . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:406:y:2014:i:c:p:169-175.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Effects of global financial crisis on network structure in a local stock market. (2014). Nobi, Ashadun ; Maeng, Seong Eun ; Lee, Jae Woo ; Ha, Gyeong Gyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Thermodynamic approach to nano-properties of cell membrane. (2014). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:185-191.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Asymmetrical diffusion across a porous medium-homogeneous fluid interface. (2014). Rodriguez, E. ; Inzunza, L. ; Dagdug, L. ; Alvarez-Ramirez, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:24-32.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal and singularity analysis of highway volume data. (2014). Zhang, Cheng ; Dai, Meifeng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:332-340.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Robustness of cooperation in memory-based prisoner’s dilemma game on a square lattice. (2014). Ren, Guangming ; Wang, Xingyuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:40-46.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A pattern mining approach to enhance the accuracy of collaborative filtering in sparse data domains. (2014). Akhlaghian, Fardin ; Moradi, Parham ; Ramezani, Mohsen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:72-84.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Effect of time delay on pattern dynamics in a spatial epidemic model. (2014). Sun, Gui-Quan ; Wang, YI ; Li, Jing ; Cao, Jinde . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:412:y:2014:i:c:p:137-148.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Path integral pricing of Wasabi option in the Black–Scholes model. (2014). Cassagnes, Aurelien ; Chen, YU ; Ohashi, Hirotada . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:1-10.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Diffusion of two brands in competition: Cross-brand effect. (2014). Laciana, C. E. ; Rovere, S. L. ; Oteiza-Aguirre, N. ; Gual, G. ; Kalmus, D.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:104-115.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An analysis of herding behavior in security analysts’ networks. (2014). Zhang, Wei ; Zhao, Zheng ; Feng, Xu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:116-124.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Modeling social tagging using latent interaction potential. (2014). Zou, Ming ; Wu, Zhenyu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:125-133.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Cross-correlation between crude oil and refined product prices. (2014). Ma, Guofeng ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:284-293.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The evolution of communities in the international oil trade network. (2014). An, Haizhong ; Sun, Xiaoqi ; Gao, Xiangyun ; Zhong, Weiqiong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:42-52.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Analytic treatment of consensus achievement in the single-type zealotry voter model. (2014). Esguerra, Jose Perico H., ; Fudolig, Mikaela Irene D., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:626-634.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A dynamic evolution model of human opinion as affected by advertising. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:254-262.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. (2014). Cao, Guangxi ; Guo, YU ; Han, Yan ; Cui, Weijun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:308-320.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Analysis of the impact of education rate on the rumor spreading mechanism. (2014). Afassinou, Komi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:43-52.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF. (2014). Wang, Hongwu ; Du, Ziping ; He, Xiaoli . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:414:y:2014:i:c:p:76-85.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Impulsive practical tracking synchronization of networked uncertain Lagrangian systems without and with time-delays. (2014). Cai, Jianping ; Ma, Mihua ; Zhou, Jin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:116-132.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A novel opinion dynamics model based on expanded observation ranges and individuals’ social influences in social networks. (2014). Xiong, Fei ; Liu, Yun ; Diao, Su-Meng ; Zeng, Qing-An ; Luo, Gui-Xun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:220-228.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Reconstruction of multiphase microstructure based on statistical descriptors. (2014). Chen, Dongdong ; Xu, Zhi ; Li, Zhengji ; Teng, Qizhi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:240-250.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A topological investigation of phase transitions of cascading failures in power grids. (2014). Brazier, Frances M. T., ; Ko, Yakup ; Kooij, Robert E. ; Van Mieghem, Piet ; Warnier, Martijn . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:273-284.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An investigation on the body force modeling in a lattice Boltzmann BGK simulation of generalized Newtonian fluids. (2014). Manzari, Mehrdad T. ; Farnoush, Somayeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:315-332.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Simulation of spatial and temporal separation of pedestrian counter flow through a bottleneck. (2014). Guo, Ren-Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:428-439.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The shareholding similarity of the shareholders of the worldwide listed energy companies based on a two-mode primitive network and a one-mode derivative holding-based network. (2014). An, Haizhong ; Fang, Wei ; Yan, Lili ; Li, Huajiao . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:525-532.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Can memory and conformism resolve the vaccination dilemma?. (2014). Han, Dun ; Sun, Mei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:95-104.

Full description at Econpapers || Download paper

[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2013


[Click on heading to sort table]

YearTitleSee
2013Do wealth distributions follow power laws? Evidence from rich lists. (2013). . In: Papers. RePEc:arx:papers:1304.0212.

Full description at Econpapers || Download paper

[Citation Analysis]
2013A Model for Scaling in Firms Size and Growth Rate Distribution. (2013). Metzig, Cornelia ; Gordon, Mirta B.. In: Papers. RePEc:arx:papers:1304.4311.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Multivariate high-frequency financial data via semi-Markov processes. (2013). Petroni, Filippo ; D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1305.0436.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Testing power-law cross-correlations: Rescaled covariance test. (2013). . In: Papers. RePEc:arx:papers:1307.4727.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Mixed-correlated ARFIMA processes for power-law cross-correlations. (2013). . In: Papers. RePEc:arx:papers:1307.6046.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Commodity futures and market efficiency. (2013). Kristoufek, Ladislav . In: Papers. RePEc:arx:papers:1309.1492.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Measuring correlations between non-stationary series with DCCA coefficient. (2013). . In: Papers. RePEc:arx:papers:1310.3984.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Semi-Markov Models in High Frequency Finance: A Review. (2013). Petroni, F. ; D'Amico, G. ; Prattico, F.. In: Papers. RePEc:arx:papers:1312.3894.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Measuring Inflation Persistence in Brazil Using a Multivariate Model. (2013). Portugal, Marcelo Savino ; Vicente da Gama Machado, . In: Working Papers Series. RePEc:bcb:wpaper:331.

Full description at Econpapers || Download paper

[Citation Analysis]
2013An empirical estimation for mean-reverting coal prices with long memory. (2013). Sun, QI ; Xiao, Weilin ; Xu, Weijun . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:174-181.

Full description at Econpapers || Download paper

[Citation Analysis]
2013The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets. (2013). Todea, Alexandru ; Pleoianu, Anita . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:34-41.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process. (2013). Maegebier, Alexander . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:802-811.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework. (2013). Eftaxias, Konstantinos ; Potirakis, Stelios M. ; Zitis, Pavlos I.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:13:p:2940-2954.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations. (2013). Sirnes, Espen ; Lovsletten, Ola ; Rypdal, Martin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:16:p:3335-3343.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Carnot efficiency: Why?. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3513-3517.

Full description at Econpapers || Download paper

[Citation Analysis]
2013From Lotka to the entropy generation approach. (2013). Sciubba, Enrico ; Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3634-3639.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Thermodynamics and cancer stationary states. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3648-3653.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient. (2013). Xie, Chi ; Chen, Shou ; Yang, Ming-Yan ; Wang, Gang-Jin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3715-3730.

Full description at Econpapers || Download paper

[Citation Analysis]
2013The effects of mechanical response on the dynamics and string stability of a platoon of adaptive cruise control vehicles. (2013). Davis, L. C.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:17:p:3798-3805.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Thermodynamic paths and stochastic order in open systems. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:18:p:3912-3919.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model. (2013). Sornette, Didier ; Zhou, Wei-Xing ; Yan, Wanfeng ; Woodard, Ryan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4417-4428.

Full description at Econpapers || Download paper

[Citation Analysis]
2013The Tutte polynomial of an infinite family of outerplanar, small-world and self-similar graphs. (2013). Fang, Aixiang ; Liao, Yunhua ; Hou, Yaoping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4584-4593.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Troy: A simple nonlinear mathematical perspective. (2013). Flores, J. C. ; Bologna, Mauro . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:19:p:4683-4687.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC. (2013). Huang, Dengshi ; Wei, Yu ; Zhao, Lin ; Ma, Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:21:p:5356-5368.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Personalized PageRank Clustering: A graph clustering algorithm based on random walks. (2013). Shakery, Azadeh ; Tabrizi, Shayan A. ; Tavallaie, Mohammad Ali ; Abbasi, Maziar ; Asadpour, Masoud . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:22:p:5772-5785.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:23:p:5920-5938.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Multifractal detrended cross-correlation analysis in the MENA area. (2013). El Alaoui, Marwane ; Benbachir, Saad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:23:p:5985-5993.

Full description at Econpapers || Download paper

[Citation Analysis]
2013A DFA approach in well-logs for the identification of facies associations. (2013). Hernandez-Martinez, Eliseo ; Perez-Muoz, Teresa ; Alvarez-Ramirez, Jose ; Velasco-Hernandez, Jorge X.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:23:p:6015-6024.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Exergy flows as bases of constructal law. (2013). Lucia, Umberto . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:24:p:6284-6287.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Mixed-correlated ARFIMA processes for power-law cross-correlations. (2013). Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:24:p:6484-6493.

Full description at Econpapers || Download paper

[Citation Analysis]
2013DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches. (2013). Zebende, G. F. ; Filho, Machado A. ; da Silva, M. F.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:8:p:1756-1761.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Minimum spanning trees for community detection. (2013). Sun, Bo ; Li, Xiaoxiao ; Wang, Xiao Hua ; Jiao, Licheng ; Wu, Jianshe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:9:p:2265-2277.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis. (2013). Monteiro, Ana Margarida ; Pascoal, Rui . In: GEMF Working Papers. RePEc:gmf:wpaper:2013-27..

Full description at Econpapers || Download paper

[Citation Analysis]
2013An Evolutionary Game for the Issues of Social Investment, Environmental Compliance and Consumer Boycott. (2013). Andre Barreira da Silva Rocha, . In: Discussion Papers in Economics. RePEc:lec:leecon:13/17.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Structural changes in cross-border liabilities: a multidimensional approach. (2013). Spelta, Alessandro ; ARAUJO, Tanya . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0050.

Full description at Econpapers || Download paper

[Citation Analysis]
2013A Comment on Cycles and Instability in a Rock-Paper-Scissors Population Game: A Continuous Time Experiment. (2013). Xu, Bin ; Zhu, Siqian . In: MPRA Paper. RePEc:pra:mprapa:51691.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Olympic Games and their Commercialization. (2013). Dionysopoulos, Ioannis . In: Ekonomika a Management. RePEc:prg:jnleam:v:2013:y:2013:i:4:id:212.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2012


[Click on heading to sort table]

YearTitleSee
2012Markets connectivity and financial contagion. (2012). GRILLI, Ruggero . In: Working Papers. RePEc:anc:wpaper:382.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy. (2012). . In: Working Papers. RePEc:anc:wpaper:386.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]. (2012). Ausloos, Marcel R.. In: Papers. RePEc:arx:papers:1201.4841.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
2012Evolutionary Model of the Personal Income Distribution. (2012). . In: Papers. RePEc:arx:papers:1203.6507.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
2012Weighted-indexed semi-Markov models for modeling financial returns. (2012). Petroni, Filippo ; D'Amico, Guglielmo . In: Papers. RePEc:arx:papers:1205.2551.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
2012Benfords law and Theil transform of financial data. (2012). Ausloos, Marcel ; Clippe, Paulette . In: Papers. RePEc:arx:papers:1208.5896.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
2012Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie . In: Papers. RePEc:arx:papers:1211.4686.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Stock market networks: The dynamic conditional correlation approach. (2012). 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
2012On the efficiency of sovereign bond markets. (2012). 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
2012Country effects in CEE3 stock market networks: a preliminary study. (2012). Vrost, Toma . In: MPRA Paper. RePEc:pra:mprapa:43481.

Full description at Econpapers || Download paper

[Citation Analysis]
2012The Effect of Crude Oil Price on the Methanol price. (2012). Delavari, Majid ; Alikhani, Nadiya Gandali . In: MPRA Paper. RePEc:pra:mprapa:49727.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2011


[Click on heading to sort table]

YearTitleSee
2011Multifractal detrending moving average cross-correlation analysis. (2011). Zhou, Wei-Xing ; Jiang, Zhi-Qiang . In: Papers. RePEc:arx:papers:1103.2577.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
2011Multifractal analysis of the Korean agricultural market. (2011). Oh, Gabjin ; Kim, Seunghwan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:390:y:2011:i:23:p:4286-4292.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The product life cycle of durable goods. (2011). . In: MPRA Paper. RePEc:pra:mprapa:33174.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The experience curve and the market size of competitive consumer durable markets. (2011). . In: MPRA Paper. RePEc:pra:mprapa:33370.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Evolutionary Model of Non-Durable Markets. (2011). . In: MPRA Paper. RePEc:pra:mprapa:33743.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]
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.

Full description at Econpapers || Download paper

[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.