activity
19982026
most citedExperimental Investigation of Resonant Activation

120 citations · 265 across the 5 of their papers we have counts for

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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…