most citedModeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

142 citations · 186 across the 6 of their papers we have counts for

collaborators

6 papers

hep-ph20075 cited

and mesons in the Dyson-Schwinger approach using a generalization of the Witten-Veneziano relation

D. Horvatic, D. Blaschke, Yu. Kalinovsky +2

The description of the and mesons in the Dyson-Schwinger approach has relied on the Witten-Veneziano relation. The present paper explores the consequences of using i…

q-fin.ST2007142 cited

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

Boris Podobnik, Davor Horvatic, Alfonso Lam Ng +2

We investigate how simultaneously recorded long-range power-law correlated multi-variate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process…

hep-ph200724 cited

and mesons in the Dyson-Schwinger approach at finite temperature

D. Horvatic, D. Klabucar, A. E. Radzhabov

We study the temperature dependence of the pseudoscalar meson properties in a relativistic bound-state approach exhibiting the chiral behavior mandated by QCD. Concretely, we adopt…

hep-ph20071 cited

Separable Dyson-Schwinger model at zero and finite T

D. Blaschke, D. Horvatic, D. Klabucar +1

Theoretical understanding of experimental results from relativistic heavy-ion collisions requires a microscopic approach to the behavior of QCD n-point functions at finite temperat…

hep-ph200714 cited

Pseudoscalar Meson Nonet at Zero and Finite Temperature

D. Horvatic, D. Blaschke, D. Klabucar +1

Theoretical understanding of experimental results from relativistic heavy-ion collisions requires a microscopic approach to the behavior of QCD n-point functions at finite temperat…

physics.soc-ph2006

Violation of market efficiency in transition economies

Boris Podobnik, Ivo Grosse, Davor Horvatic +3

We analyze the European transition economies and show that time series for most of major indices exhibit (i) power-law correlations in their values, power-law correlations in their…