Liu, Xueming; Li, Daqing; Ma, Manqing; Szymanski, Boleslaw K.; Stanley, H. Eugene; Gao, Jianxi Network resilience. (English) Zbl 1508.93133 Phys. Rep. 971, 1-108 (2022). MSC: 93B70 93B35 92D40 92C42 91D30 93-02 PDFBibTeX XMLCite \textit{X. Liu} et al., Phys. Rep. 971, 1--108 (2022; Zbl 1508.93133) Full Text: DOI arXiv
Wang, Gang-Jin; Yi, Shuyue; Xie, Chi; Stanley, H. Eugene Multilayer information spillover networks: measuring interconnectedness of financial institutions. (English) Zbl 1479.91433 Quant. Finance 21, No. 7, 1163-1185 (2021). MSC: 91G45 PDFBibTeX XMLCite \textit{G.-J. Wang} et al., Quant. Finance 21, No. 7, 1163--1185 (2021; Zbl 1479.91433) Full Text: DOI
Cai, Meng; Wang, Wei; Cui, Ying; Stanley, H. Eugene Multiplex network analysis of employee performance and employee social relationships. (English) Zbl 1514.91137 Physica A 490, 1-12 (2018). MSC: 91D30 05C82 PDFBibTeX XMLCite \textit{M. Cai} et al., Physica A 490, 1--12 (2018; Zbl 1514.91137) Full Text: DOI
Wang, Jie; Wang, Jun; Stanley, H. Eugene Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model. (English) Zbl 1514.91219 Physica A 492, 889-902 (2018). MSC: 91G80 91B80 PDFBibTeX XMLCite \textit{J. Wang} et al., Physica A 492, 889--902 (2018; Zbl 1514.91219) Full Text: DOI
Zhu, Xuzhen; Wang, Wei; Cai, Shimin; Stanley, H. Eugene Optimal imitation capacity and crossover phenomenon in the dynamics of social contagions. (English) Zbl 1459.91125 J. Stat. Mech. Theory Exp. 2018, No. 6, Article ID 063405, 18 p. (2018). MSC: 91D10 PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Stat. Mech. Theory Exp. 2018, No. 6, Article ID 063405, 18 p. (2018; Zbl 1459.91125) Full Text: DOI Link
Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene The \(q\)-dependent detrended cross-correlation analysis of stock market. (English) Zbl 1459.91230 J. Stat. Mech. Theory Exp. 2018, No. 2, Article ID 023402, 28 p. (2018). MSC: 91G80 91D30 PDFBibTeX XMLCite \textit{L. Zhao} et al., J. Stat. Mech. Theory Exp. 2018, No. 2, Article ID 023402, 28 p. (2018; Zbl 1459.91230) Full Text: DOI arXiv
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; Podobnik, Boris; Xie, Chi; Stanley, H. Eugene; Zhou, Wei-Xing Short term prediction of extreme returns based on the recurrence interval analysis. (English) Zbl 1400.91549 Quant. Finance 18, No. 3, 353-370 (2018). MSC: 91G10 PDFBibTeX XMLCite \textit{Z.-Q. Jiang} et al., Quant. Finance 18, No. 3, 353--370 (2018; Zbl 1400.91549) Full Text: DOI arXiv
Liu, Quan-Hui; Zhong, Lin-Feng; Wang, Wei; Zhou, Tao; Eugene Stanley, H. Interactive social contagions and co-infections on complex networks. (English) Zbl 1390.92143 Chaos 28, No. 1, 013120, 10 p. (2018). MSC: 92D30 91D30 PDFBibTeX XMLCite \textit{Q.-H. Liu} et al., Chaos 28, No. 1, 013120, 10 p. (2018; Zbl 1390.92143) Full Text: DOI Link
Zhu, Lirong; Chen, Jiawei; Di, Zengru; Chen, Liujun; Liu, Yan; Stanley, H. Eugene The mechanisms of labor division from the perspective of individual optimization. (English) Zbl 1514.91110 Physica A 488, 112-120 (2017). MSC: 91B80 91B69 91B39 PDFBibTeX XMLCite \textit{L. Zhu} et al., Physica A 488, 112--120 (2017; Zbl 1514.91110) Full Text: DOI
Zeng, Carl J.; Qi, Eric P.; Li, Simon S.; Stanley, H. Eugene; Ye, Fred Y. Statistical characteristics of breakthrough discoveries in science using the metaphor of black and white swans. (English) Zbl 1499.91083 Physica A 487, 40-46 (2017). MSC: 91D30 PDFBibTeX XMLCite \textit{C. J. Zeng} et al., Physica A 487, 40--46 (2017; Zbl 1499.91083) Full Text: DOI
Xu, Hai-Chuan; Chen, Wei; Xiong, Xiong; Zhang, Wei; Zhou, Wei-Xing; Stanley, H. Eugene Limit-order book resiliency after effective market orders: spread, depth and intensity. (English) Zbl 1456.91122 J. Stat. Mech. Theory Exp. 2017, No. 7, Article ID 073404, 20 p. (2017). MSC: 91G20 PDFBibTeX XMLCite \textit{H.-C. Xu} et al., J. Stat. Mech. Theory Exp. 2017, No. 7, Article ID 073404, 20 p. (2017; Zbl 1456.91122) Full Text: DOI arXiv
Wang, Gang-Jin; Xie, Chi; He, Kaijian; Stanley, H. Eugene Extreme risk spillover network: application to financial institutions. (English) Zbl 1402.91929 Quant. Finance 17, No. 9, 1417-1433 (2017). MSC: 91G70 PDFBibTeX XMLCite \textit{G.-J. Wang} et al., Quant. Finance 17, No. 9, 1417--1433 (2017; Zbl 1402.91929) Full Text: DOI
Zeng, An; Shen, Zhesi; Zhou, Jianlin; Wu, Jinshan; Fan, Ying; Wang, Yougui; Stanley, H. Eugene The science of science: from the perspective of complex systems. (English) Zbl 1377.91146 Phys. Rep. 714-715, 1-73 (2017). MSC: 91D30 05C82 91C20 PDFBibTeX XMLCite \textit{A. Zeng} et al., Phys. Rep. 714--715, 1--73 (2017; Zbl 1377.91146) Full Text: DOI
Podobnik, Boris; Jusup, Marko; Kovac, Dejan; Stanley, H. E. Predicting the rise of EU right-wing populism in response to unbalanced immigration. (English) Zbl 1373.93004 Complexity 2017, Article ID 1580526, 12 p. (2017). MSC: 93A10 91B74 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Complexity 2017, Article ID 1580526, 12 p. (2017; Zbl 1373.93004) Full Text: DOI arXiv
Podobnik, Boris; Jusup, Marko; Wang, Zhen; Stanley, H. Eugene How fear of future outcomes affects social dynamics. (English) Zbl 1406.91308 J. Stat. Phys. 167, No. 3-4, 1007-1019 (2017). MSC: 91D10 91F10 PDFBibTeX XMLCite \textit{B. Podobnik} et al., J. Stat. Phys. 167, No. 3--4, 1007--1019 (2017; Zbl 1406.91308) Full Text: DOI arXiv
Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals. (English) Zbl 1400.91396 Physica A 462, 1091-1102 (2016). MSC: 91B80 91B84 62P05 PDFBibTeX XMLCite \textit{V. Gontis} et al., Physica A 462, 1091--1102 (2016; Zbl 1400.91396) Full Text: DOI arXiv
Jiang, Zhi-Qiang; Canabarro, Askery; Podobnik, Boris; Stanley, H. Eugene; Zhou, Wei-Xing Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets. (English) Zbl 1400.91664 Quant. Finance 16, No. 11, 1713-1724 (2016). MSC: 91G70 PDFBibTeX XMLCite \textit{Z.-Q. Jiang} et al., Quant. Finance 16, No. 11, 1713--1724 (2016; Zbl 1400.91664) Full Text: DOI arXiv
Florescu, Ionut (ed.); Mariani, Maria C. (ed.); Stanley, H. Eugene (ed.); Viens, Frederi G. (ed.) Handbook of high-frequency trading and modeling in finance. (English) Zbl 1380.91010 Wiley Handbooks in Financial Engineering and Econometrics. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-118-44398-9/hbk; 978-1-118-59348-6/ebook). xvi, 436 p. (2016). MSC: 91-06 62-06 91G70 91B70 91G20 62P05 PDFBibTeX XMLCite \textit{I. Florescu} (ed.) et al., Handbook of high-frequency trading and modeling in finance. Hoboken, NJ: John Wiley \& Sons (2016; Zbl 1380.91010) Full Text: DOI
Curme, Chester; Tumminello, Michele; Mantegna, Rosario N.; Stanley, H. Eugene; Kenett, Dror Y. Emergence of statistically validated financial intraday lead-lag relationships. (English) Zbl 1406.91506 Quant. Finance 15, No. 8, 1375-1386 (2015). MSC: 91G99 62P05 90B10 PDFBibTeX XMLCite \textit{C. Curme} et al., Quant. Finance 15, No. 8, 1375--1386 (2015; Zbl 1406.91506) Full Text: DOI arXiv
Curme, Chester; Stanley, H. Eugene; Vodenska, Irena Coupled network approach to predictability of financial market returns and news sentiments. (English) Zbl 1337.62322 Int. J. Theor. Appl. Finance 18, No. 7, Article ID 1550043, 26 p. (2015). MSC: 62P05 62-07 91B84 PDFBibTeX XMLCite \textit{C. Curme} et al., Int. J. Theor. Appl. Finance 18, No. 7, Article ID 1550043, 26 p. (2015; Zbl 1337.62322) Full Text: DOI
Zhang, Xin; Podobnik, Boris; Kenett, Dror Y.; Eugene Stanley, H. Systemic risk and causality dynamics of the world international shipping market. (English) Zbl 1395.90032 Physica A 415, 43-53 (2014). MSC: 90B06 91B80 91G80 PDFBibTeX XMLCite \textit{X. Zhang} et al., Physica A 415, 43--53 (2014; Zbl 1395.90032) Full Text: DOI
Li, Qian; Braunstein, Lidia A.; Wang, Huijuan; Shao, Jia; Stanley, H. Eugene; Havlin, Shlomo Non-consensus opinion models on complex networks. (English) Zbl 1269.82022 J. Stat. Phys. 151, No. 1-2, 92-112 (2013). MSC: 82B26 91D30 82B43 05C82 PDFBibTeX XMLCite \textit{Q. Li} et al., J. Stat. Phys. 151, No. 1--2, 92--112 (2013; Zbl 1269.82022) Full Text: DOI arXiv
Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H. Eugene Linking agent-based models and stochastic models of financial markets. (English) Zbl 1355.91084 Proc. Natl. Acad. Sci. USA 109, No. 22, 8388-8393 (2012). MSC: 91G70 91B69 PDFBibTeX XMLCite \textit{L. Feng} et al., Proc. Natl. Acad. Sci. USA 109, No. 22, 8388--8393 (2012; Zbl 1355.91084) Full Text: DOI
Podobnik, Boris; Wang, Duan; Stanley, H. Eugene High-frequency trading model for a complex trading hierarchy. (English) Zbl 1278.91100 Quant. Finance 12, No. 4, 559-566 (2012). MSC: 91B60 91B70 91G70 91G80 60G22 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Quant. Finance 12, No. 4, 559--566 (2012; Zbl 1278.91100) Full Text: DOI
Preis, Tobias; Schneider, Johannes J.; Stanley, H. Eugene Switching processes in financial markets. (English) Zbl 1256.91065 Proc. Natl. Acad. Sci. USA 108, No. 19, 7674-7678 (2011). MSC: 91G70 91B80 PDFBibTeX XMLCite \textit{T. Preis} et al., Proc. Natl. Acad. Sci. USA 108, No. 19, 7674--7678 (2011; Zbl 1256.91065) Full Text: DOI
Preis, Tobias; Reith, Daniel; Stanley, H. Eugene Complex dynamics of our economic life on different scales: insights from search engine query data. (English) Zbl 1211.91193 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 368, No. 1933, 5707-5719 (2010). MSC: 91B80 91B62 68M11 PDFBibTeX XMLCite \textit{T. Preis} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 368, No. 1933, 5707--5719 (2010; Zbl 1211.91193) Full Text: DOI
Podobnik, B.; Horvatic, D.; Petersen, A. M.; Njavro, M.; Stanley, H. E. Common scaling behavior in finance and macroeconomics. (English) Zbl 1202.91260 Eur. Phys. J. B, Condens. Matter Complex Syst. 76, No. 4, 487-490 (2010). MSC: 91B80 91B82 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Eur. Phys. J. B, Condens. Matter Complex Syst. 76, No. 4, 487--490 (2010; Zbl 1202.91260) Full Text: DOI Link
Preis, Tobias; Stanley, H. Eugene Switching phenomena in a system with no switches. (English) Zbl 1187.82092 J. Stat. Phys. 138, No. 1-3, 431-446 (2010). MSC: 82C26 91B24 PDFBibTeX XMLCite \textit{T. Preis} and \textit{H. E. Stanley}, J. Stat. Phys. 138, No. 1--3, 431--446 (2010; Zbl 1187.82092) Full Text: DOI
Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M.; Stanley, H. Eugene Cross-correlations between volume change and price change. (English) Zbl 1203.91208 Proc. Natl. Acad. Sci. USA 106, No. 52, 22079-22084 (2009). MSC: 91B69 91G70 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Proc. Natl. Acad. Sci. USA 106, No. 52, 22079--22084 (2009; Zbl 1203.91208) Full Text: DOI arXiv
Growiec, Jakub; Pammolli, Fabio; Riccaboni, Massimo; Stanley, H. Eugene On the size distribution of business firms. (English) Zbl 1255.91330 Econ. Lett. 98, No. 2, 207-212 (2008). MSC: 91B82 62-07 62P20 91B38 PDFBibTeX XMLCite \textit{J. Growiec} et al., Econ. Lett. 98, No. 2, 207--212 (2008; Zbl 1255.91330) Full Text: DOI
Jung, W.-S.; Wang, F. Z.; Havlin, S.; Kaizoji, T.; Moon, H.-T.; Stanley, H. E. Volatility return intervals analysis of the Japanese market. (English) Zbl 1189.91162 Eur. Phys. J. B, Condens. Matter Complex Syst. 62, No. 1, 113-119 (2008). MSC: 91B84 91B80 91G70 PDFBibTeX XMLCite \textit{W. S. Jung} et al., Eur. Phys. J. B, Condens. Matter Complex Syst. 62, No. 1, 113--119 (2008; Zbl 1189.91162) Full Text: DOI arXiv
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Stanley, H. Eugene Quantifying and understanding the economics of large financial movements. (English) Zbl 1181.91342 J. Econ. Dyn. Control 32, No. 1, 303-319 (2008). MSC: 91G70 91B80 91G99 91C99 PDFBibTeX XMLCite \textit{X. Gabaix} et al., J. Econ. Dyn. Control 32, No. 1, 303--319 (2008; Zbl 1181.91342) Full Text: DOI
Wang, F.; Weber, P.; Yamasaki, K.; Havlin, S.; Stanley, H. E. Statistical regularities in the return intervals of volatility. (English) Zbl 1189.91134 Eur. Phys. J. B, Condens. Matter Complex Syst. 55, No. 2, 123-133 (2007). MSC: 91B80 91B84 62-07 91G80 PDFBibTeX XMLCite \textit{F. Wang} et al., Eur. Phys. J. B, Condens. Matter Complex Syst. 55, No. 2, 123--133 (2007; Zbl 1189.91134) Full Text: DOI
Carmi, S.; Wu, Z.; López, E.; Havlin, S.; Stanley, H. Eugene Transport between multiple users in complex networks. (English) Zbl 1189.91176 Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 165-174 (2007). MSC: 91D30 91B80 05C90 82C99 PDFBibTeX XMLCite \textit{S. Carmi} et al., Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 165--174 (2007; Zbl 1189.91176) Full Text: DOI arXiv
Buldyrev, S. V.; Pammolli, F.; Riccaboni, M.; Yamasaki, K.; Fu, D.-F.; Matia, K.; Stanley, H. E. A generalized preferential attachment model for business firms growth rates. II. Mathematical treatment. (English) Zbl 1189.91098 Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 131-138 (2007). MSC: 91B62 82C99 91B80 PDFBibTeX XMLCite \textit{S. V. Buldyrev} et al., Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 131--138 (2007; Zbl 1189.91098) Full Text: DOI arXiv
Pammolli, F.; Fu, D.; Buldyrev, S. V.; Riccaboni, M.; Matia, K.; Yamasaki, K.; Stanley, H. E. A generalized preferential attachment model for business firms growth rates. I. Empirical evidence. (English) Zbl 1189.91100 Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 127-130 (2007). MSC: 91B62 91B80 82C99 PDFBibTeX XMLCite \textit{F. Pammolli} et al., Eur. Phys. J. B, Condens. Matter Complex Syst. 57, No. 2, 127--130 (2007; Zbl 1189.91100) Full Text: DOI arXiv
Mantegna, Rosario N.; Stanley, H. Eugene Introduction to econophysics. Correlations and complexity in finance. Reprint of the 2000 ed. (English) Zbl 1134.91001 Cambridge: Cambridge University Press (ISBN 978-0-521-03987-1/pbk). ix, 148 p. (2007). Reviewer: Neculai Curteanu (Iaşi) MSC: 91-02 91B80 91B84 91G70 91G80 82B99 PDFBibTeX XMLCite \textit{R. N. Mantegna} and \textit{H. E. Stanley}, Introduction to econophysics. Correlations and complexity in finance. Reprint of the 2000 ed. Cambridge: Cambridge University Press (2007; Zbl 1134.91001)
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Stanley, H. Eugene Institutional investors and stock market volatility. (English) Zbl 1179.91265 Q. J. Econ. 121, No. 2, 461-504 (2006). MSC: 91G99 PDFBibTeX XMLCite \textit{X. Gabaix} et al., Q. J. Econ. 121, No. 2, 461--504 (2006; Zbl 1179.91265) Full Text: DOI Link
Stanley, H. Eugene; Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki Economic fluctuations and statistical physics: the puzzle of large fluctuations. (English) Zbl 1101.82310 Nonlinear Dyn. 44, No. 1-4, 329-340 (2006). MSC: 82B26 82D99 91B80 91G80 PDFBibTeX XMLCite \textit{H. E. Stanley} et al., Nonlinear Dyn. 44, No. 1--4, 329--340 (2006; Zbl 1101.82310) Full Text: DOI Link
Plerou, Vasiliki; Gopikrishnan, Parameswaran; Stanley, H. Eugene Two phase behaviour and the distribution of volume. (English) Zbl 1134.91554 Quant. Finance 5, No. 6, 519-521 (2005). MSC: 91B82 76M99 PDFBibTeX XMLCite \textit{V. Plerou} et al., Quant. Finance 5, No. 6, 519--521 (2005; Zbl 1134.91554) Full Text: DOI
Plerou, Vasiliki; Stanley, H. Eugene; Gabaix, Xavier; Gopikrishnan, Parameswaran On the origin of power-law fluctuations in stock prices. (English) Zbl 1405.91567 Quant. Finance 4, No. 1, 11-15 (2004). MSC: 91G10 62P05 PDFBibTeX XMLCite \textit{V. Plerou} et al., Quant. Finance 4, No. 1, 11--15 (2004; Zbl 1405.91567) Full Text: DOI arXiv
Stanley, H. Eugene; Gopikrishnan, Parameswaran; Plerou, Vasiliki Statistical physics and economic fluctuations. (English) Zbl 1180.91224 Gallegati, Mauro (ed.) et al., The complex dynamics of economic interaction. Essays in economics and econophysics. Selected papers of the WEHIA02, Workshop on economics with heterogeneous interacting agents, Trieste, Italy, May 29–31, 2002. Berlin: Springer (ISBN 3-540-40497-X/pbk). Lect. Notes Econ. Math. Syst. 531, 109-141 (2004). MSC: 91B80 91-02 91B55 91G99 PDFBibTeX XMLCite \textit{H. E. Stanley} et al., Lect. Notes Econ. Math. Syst. 531, 109--141 (2004; Zbl 1180.91224)
Stanley, H. Eugene; Havlin, Shlomo Social networks: from sexual networks to threatened networks. (English) Zbl 1098.91567 Pastor-Satorras, R. (ed.) et al., Statistical mechanics of complex networks. Selected contributions from the XVIII Sitges Conference “Statistical mechanics of complex networks”, Sitges, Barcelona, Spain, June 10–14, 2002. Berlin: Springer (ISBN 3-540-40372-8/hbk). Lect. Notes Phys. 625, 167-174 (2003). MSC: 91D30 PDFBibTeX XMLCite \textit{H. E. Stanley} and \textit{S. Havlin}, Lect. Notes Phys. 625, 167--174 (2003; Zbl 1098.91567)
Buldyrev, S. V.; Dokholyan, N. V.; Erramilli, S.; Hong, M.; Kim, J. Y.; Malescio, G.; Stanley, H. E. Hierarchy in social organization. (English) Zbl 1054.91066 Physica A 330, No. 3-4, 653-659 (2003). MSC: 91D25 PDFBibTeX XMLCite \textit{S. V. Buldyrev} et al., Physica A 330, No. 3--4, 653--659 (2003; Zbl 1054.91066) Full Text: DOI
Rosenow, Bernd; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Eugene Stanley, H. Dynamics of cross-correlations in the stock market. (English) Zbl 1072.91571 Physica A 324, No. 1-2, 241-246 (2003). MSC: 91B26 91B82 15B52 PDFBibTeX XMLCite \textit{B. Rosenow} et al., Physica A 324, No. 1--2, 241--246 (2003; Zbl 1072.91571) Full Text: DOI
Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Stanley, H. Eugene Understanding the cubic and half-cubic laws of financial fluctuations. (English) Zbl 1058.91034 Physica A 324, No. 1-2, 1-5 (2003). MSC: 91B28 PDFBibTeX XMLCite \textit{X. Gabaix} et al., Physica A 324, No. 1--2, 1--5 (2003; Zbl 1058.91034) Full Text: DOI
Stanley, H. Eugene Statistical physics and economic fluctuations: do outliers exist? (English) Zbl 1008.91089 Physica A 318, No. 1-2, 279-292 (2003). MSC: 91B70 PDFBibTeX XMLCite \textit{H. E. Stanley}, Physica A 318, No. 1--2, 279--292 (2003; Zbl 1008.91089) Full Text: DOI
Rosenow, Bernd; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Stanley, H. Eugene Random magnets and correlations of stock price fluctuations. (English) Zbl 1001.91026 Physica A 314, No. 1-4, 762-767 (2002). MSC: 91B24 91B70 PDFBibTeX XMLCite \textit{B. Rosenow} et al., Physica A 314, No. 1--4, 762--767 (2002; Zbl 1001.91026) Full Text: DOI
Podobnik, Boris; Grosse, Ivo; Eugene Stanley, H. Stochastic processes with power-law stability and a crossover in power-law correlations. (English) Zbl 1001.91046 Physica A 316, No. 1-4, 153-159 (2002). MSC: 91B28 60G52 PDFBibTeX XMLCite \textit{B. Podobnik} et al., Physica A 316, No. 1--4, 153--159 (2002; Zbl 1001.91046) Full Text: DOI
Stanley, H. E.; Amaral, L. A. N.; Gopikrishnan, P.; Plerou, V.; Salinger, M. A. Application of computational statistical physics to scale invariance and universality in economic phenomena. (English) Zbl 1001.82008 Comput. Phys. Commun. 146, No. 1, 84-92 (2002). MSC: 82-08 91B02 PDFBibTeX XMLCite \textit{H. E. Stanley} et al., Comput. Phys. Commun. 146, No. 1, 84--92 (2002; Zbl 1001.82008) Full Text: DOI
Stanley, H. E.; Plerou, V. Scaling and universality in economics: empirical results and theoretical interpretation. (English) Zbl 1405.91723 Quant. Finance 1, No. 6, 563-567 (2001). MSC: 91G80 91G70 28A80 PDFBibTeX XMLCite \textit{H. E. Stanley} and \textit{V. Plerou}, Quant. Finance 1, No. 6, 563--567 (2001; Zbl 1405.91723) Full Text: DOI
Plerou, V.; Gopikrishnan, P.; Gabaix, X.; Amaral, L. A. N.; Stanley, H. E. Price fluctuations, market activity and trading volume. (English) Zbl 1405.91762 Quant. Finance 1, No. 2, 262-269 (2001). MSC: 91G99 62P05 PDFBibTeX XMLCite \textit{V. Plerou} et al., Quant. Finance 1, No. 2, 262--269 (2001; Zbl 1405.91762) Full Text: DOI
Stanley, H. Eugene; Nunes Amaral, Luis A.; Gabaix, Xavier; Gopikrishnan, Parameswaran; Plerou, Vasiliki Quantifying economic fluctuations. (English) Zbl 0989.91073 Physica A 302, No. 1-4, 126-137 (2001). MSC: 91B60 91B62 91B82 PDFBibTeX XMLCite \textit{H. E. Stanley} et al., Physica A 302, No. 1--4, 126--137 (2001; Zbl 0989.91073) Full Text: DOI
Plerou, V.; Gopikrishnan, P.; Rosenow, B.; Amaral, L. A. N.; Stanley, H. E. Collective behavior of stock price movements - a random matrix theory approach. (English) Zbl 0974.91025 Physica A 299, No. 1-2, 175-180 (2001). MSC: 91B28 91B82 82B99 PDFBibTeX XMLCite \textit{V. Plerou} et al., Physica A 299, No. 1--2, 175--180 (2001; Zbl 0974.91025) Full Text: DOI
Gopikrishnan, P.; Plerou, V.; Gabaix, X.; Amaral, L. A. N.; Stanley, H. E. Price fluctuations and market activity. (English) Zbl 0974.91028 Physica A 299, No. 1-2, 137-143 (2001). MSC: 91B28 PDFBibTeX XMLCite \textit{P. Gopikrishnan} et al., Physica A 299, No. 1--2, 137--143 (2001; Zbl 0974.91028) Full Text: DOI
Amaral, L. A. N.; Gopikrishnan, P.; Plerou, V.; Stanley, H. E. A model for the growth dynamics of economic organizations. (English) Zbl 0974.91040 Physica A 299, No. 1-2, 127-136 (2001). MSC: 91B82 82B99 PDFBibTeX XMLCite \textit{L. A. N. Amaral} et al., Physica A 299, No. 1--2, 127--136 (2001; Zbl 0974.91040) Full Text: DOI
Stanley, H. E.; Amaral, L. A. N.; Gabaix, X.; Gopikrishnan, P.; Plerou, V. Similarities and differences between physics and economics. (English) Zbl 1022.91015 Physica A 299, No. 1-2, 1-15 (2001). MSC: 91B02 PDFBibTeX XMLCite \textit{H. E. Stanley} et al., Physica A 299, No. 1--2, 1--15 (2001; Zbl 1022.91015) Full Text: DOI
Mantegna, Rosario N.; Stanley, H. Eugene Introduction to econophysics. Correlations and complexity in finance. (English) Zbl 1138.91300 Cambridge: Cambridge University Press (ISBN 0-521-62008-2/hbk). ix, 148 p. (2000). MSC: 91-02 91B80 91B84 91G70 91G80 82B99 PDFBibTeX XMLCite \textit{R. N. Mantegna} and \textit{H. E. Stanley}, Introduction to econophysics. Correlations and complexity in finance. Cambridge: Cambridge University Press (2000; Zbl 1138.91300) Full Text: DOI
Rosenow, Bernd; Plerou, Vasiliki; Gopikrishnan, Parameswaran; Amaral, Luís A. Nunes; Stanley, H. Eugene Application of random matrix theory to study cross-correlations of stock prices. (English) Zbl 0984.91516 Int. J. Theor. Appl. Finance 3, No. 3, 399-403 (2000). MSC: 91B24 91B28 PDFBibTeX XMLCite \textit{B. Rosenow} et al., Int. J. Theor. Appl. Finance 3, No. 3, 399--403 (2000; Zbl 0984.91516) Full Text: DOI
Amaral, Luís A. N.; Plerou, Vasiliki; Gopikrishnan, Parameswaran; Meyer, Martin; Stanley, H. Eugene The distribution of returns of stock prices. (English) Zbl 0973.91522 Int. J. Theor. Appl. Finance 3, No. 3, 365-369 (2000). MSC: 91B24 91B74 PDFBibTeX XMLCite \textit{L. A. N. Amaral} et al., Int. J. Theor. Appl. Finance 3, No. 3, 365--369 (2000; Zbl 0973.91522) Full Text: DOI
Stanley, H. Eugene; Amaral, Luís A. Nunes; Gopikrishnan, Parameswaran; Liu, Yanhui; Plerou, Vasiliki; Rosenow, Bernd Econophysics: What can physicists contribute to economics? (English) Zbl 1028.91593 Int. J. Theor. Appl. Finance 3, No. 3, 335-346 (2000). MSC: 91B99 PDFBibTeX XMLCite \textit{H. E. Stanley} et al., Int. J. Theor. Appl. Finance 3, No. 3, 335--346 (2000; Zbl 1028.91593) Full Text: DOI
Stanley, H. E.; Nunes Amaral, L. A.; Gopikrishnan, P.; Plerou, V.; Rosenow, B. Econophysics: What can physicists contribute to economics? (English) Zbl 0962.91068 Helbing, D. (ed.) et al., Traffic and granular flow ’99. Social traffic, and granular dynamics. 3rd conference, Stuttgart, Germany, September 1999. Berlin: Springer. 15-30 (2000). MSC: 91B84 91B24 PDFBibTeX XMLCite \textit{H. E. Stanley} et al., in: Traffic and granular flow '99. Social traffic, and granular dynamics. 3rd conference, Stuttgart, Germany, September 1999. Berlin: Springer. 15--30 (2000; Zbl 0962.91068)
Stanley, H. Eugene Exotic statistical physics: applications to biology, medicine, and economics. (English) Zbl 1059.82500 Physica A 285, No. 1-2, 1-17 (2000). MSC: 82-02 92-02 91-02 PDFBibTeX XMLCite \textit{H. E. Stanley}, Physica A 285, No. 1--2, 1--17 (2000; Zbl 1059.82500) Full Text: DOI
Canning, D.; Amaral, L. A. N.; Lee, Y.; Meyer, M.; Stanley, H. E. Scaling the volatility of GDP growth rates. (English) Zbl 0910.90038 Econ. Lett. 60, No. 3, 335-341 (1998). MSC: 91B62 91B82 62P20 PDFBibTeX XMLCite \textit{D. Canning} et al., Econ. Lett. 60, No. 3, 335--341 (1998; Zbl 0910.90038) Full Text: DOI
Mantegna, Rosario N.; Stanley, H. Eugene Econophysics: Scaling and its breakdown in finance. (English) Zbl 0935.91023 J. Stat. Phys. 89, No. 1-2, 469-479 (1997). MSC: 91B28 60G50 82C41 PDFBibTeX XMLCite \textit{R. N. Mantegna} and \textit{H. E. Stanley}, J. Stat. Phys. 89, No. 1--2, 469--479 (1997; Zbl 0935.91023) Full Text: DOI
Stanley, Michael H. R.; Amaral, Luís A. N.; Buldyrev, Sergey V.; Havlin, Shlomo; Leschhorn, Heiko; Maass, Phillipp; Salinger, Michael A.; Stanley, H. Eugene Can statistical physics contribute to the science of economics? (English) Zbl 0874.90023 Fractals 4, No. 3, 415-425 (1996). MSC: 91B38 91B62 91B82 82B99 PDFBibTeX XMLCite \textit{M. H. R. Stanley} et al., Fractals 4, No. 3, 415--425 (1996; Zbl 0874.90023) Full Text: DOI