120 citations · 265 across the 5 of their papers we have counts for
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cond-mat.stat-mech2000★ 120 cited
Experimental Investigation of Resonant Activation
Rosario N. Mantegna, Bernardo Spagnolo
We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic contro…
cond-mat.stat-mech1998★ 60 cited
Modeling of Financial Data: Comparison of the Truncated Lévy Flight and the ARCH(1) and GARCH(1,1) processes
Rosario N. Mantegna, H. Eugene Stanley
We compare our results on empirical analysis of financial data with simulations of two stochastic models of the dynamics of stock market prices. The two models are (i) the truncate…