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cond-mat.dis-nn2000
Correlation structure of extreme stock returns
Pierre Cizeau, Marc Potters, Jean-Philippe Bouchaud
It is commonly believed that the correlations between stock returns increase in high volatility periods. We investigate how much of these correlations can be explained within a sim…
cond-mat.stat-mech2000★ 23 cited
Electrical conductance of a 2D packing of metallic beads under thermal perturbation
D. Bonamy, L. Laurent, Ph. Claudin +2
Electrical conductivity measurements on a 2D packing of metallic beads have been performed to study internal rearrangements in weakly pertubed granular materials. Small thermal per…