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institution

Zagreb School of Economics and Management

Croatia

26 papers here4.1k citations across 26
fields
  • q-fin.ST9
  • physics.soc-ph6
  • q-fin.GN4
  • q-fin.RM2
  • cs.SI1
  • physics.bio-ph1
  • physics.geo-ph1
  • q-fin.CP1
ROR 04bqkh239OpenAlex

affiliations via OpenAlex

output
20072026
most citedDetrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series

1.5k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

  • B. Podobnik2 profiles32 · h 34
  • H. Stanley4 profiles21 · h 137
  • D. Horvatić5 · h 21
  • P. Ivanov5 · h 57
  • Wei-Xing Zhou5 · h 8
  • Zhi-Qiang Jiang5 · h 34
  • M. Jusup4 · h 29
  • Wen-Jie Xie3 · h 20
  • A. Canabarro2 · h 14
  • Jia Shao2 · h 10
  • Ming-Xia Li2 · h 10
  • M. Perc2 · h 119
collaborating institutions
  • University of RijekaHR25 papers
  • Boston UniversityUS23 papers
  • University of ZagrebHR8 papers
  • East China University of Science and TechnologyCN7 papers
  • Luxembourg School of BusinessLU6 papers
  • University of LjubljanaSI6 papers
  • Bulgarian Academy of SciencesBG3 papers
  • Georgi Nadjakov Institute of Solid State PhysicsBG3 papers
  • National University of SingaporeSG3 papers
  • University of MariborSI3 papers
  • Beijing Normal UniversityCN2 papers
  • Faculty of Electrical Engineering and Computing in ZagrebHR2 papers
Showing 2017Show all

1 paper · 1 filter

q-fin.ST2017★ 34 cited

The q-dependent detrended cross-correlation analysis of stock market

Longfeng Zhao, Wei Li, Andrea Fenu +3

The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.