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researcher

D. Horvatić

6 papers hereh-index 212.4k citations76 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author3

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • hep-ph4
  • physics.soc-ph1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

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
Showing physics.soc-phShow all

1 paper · 1 filter

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…

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