198 citations · 558 across the 17 of their papers we have counts for
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q-fin.GN2008★ 18 cited
Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth
A. Saichev, Y. Malevergne, D. Sornette
We summarize a book under publication with his title written by the three present authors, on the theory of Zipf's law, and more generally of power laws, driven by the mechanism of…
q-fin.ST2008
Heterogeneous expectations and long range correlation of the volatility of asset returns
Jerome Coulon, Yannick Malevergne
Inspired by the recent literature on aggregation theory, we aim at relating the long range correlation of the stocks return volatility to the heterogeneity of the investors' expect…