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cond-mat2003★ 6 cited
Conditional dynamics driving financial markets
M. Boguna, J. Masoliver
We report empirical evidences on the existence of a conditional dynamics driving the evolution of financial assets which is found in several markets around the world and for differ…
cond-mat1997★ 62 cited
Long-Tailed Trapping Times and Levy Flights in a Self-Organized Critical Granular System
Marian Boguna, Alvaro Corral
We present a continuous time random walk model for the scale-invariant transport found in a self-organized critical rice pile [Christensen et al., Phys. Rev. Lett. 77, 107 (1996)].…