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researcher

D. Horvatić

16 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 author6
  • middle author9

Across the 15 of 16 papers where every author was matched, so the position is known.

fields
  • hep-ph8
  • q-fin.ST2
  • physics.ed-ph1
  • physics.gen-ph1
  • physics.soc-ph1
  • q-fin.GN1
same name
  • D. Horvatić — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20062025
most citedCross-correlations between volume change and price change

637 citations · 947 across the 15 of their papers we have counts for

collaborators
Showing 2007 · q-fin.STShow all

1 paper · 2 filters

q-fin.ST2007★ 142 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…

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