1.5k citations · 4.4k across the 12 of their papers we have counts for
12 papers
Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices
Duan Wang, Boris Podobnik, Davor Horvatić +1
We propose a modified time lag random matrix theory in order to study time lag cross-correlations in multiple time series. We apply the method to 48 world indices, one for each of…
Bankruptcy risk model and empirical tests
Boris Podobnik, Davor Horvatic, Alexander M. Petersen +2
We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor-the debt-to-as…
Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws
Alexander M. Petersen, Fengzhong Wang, Shlomo Havlin +1
We study the cascading dynamics immediately before and immediately after 219 market shocks. We define the time of a market shock T_{c} to be the time for which the market volatilit…
Scale invariant properties of public debt growth
Alexander M. Petersen, Boris Podobnik, Davor Horvatic +1
Public debt is one of the important economic variables that quantitatively describes a nation's economy. Because bankruptcy is a risk faced even by institutions as large as governm…
Methods for measuring the citations and productivity of scientists across time and discipline
Alexander M. Petersen, Fengzhong Wang, H. Eugene Stanley
Publication statistics are ubiquitous in the ratings of scientific achievement, with citation counts and paper tallies factoring into an individual's consideration for postdoctoral…
Quantitative law describing market dynamics before and after interest-rate change
Alexander M. Petersen, Fengzhong Wang, Shlomo Havlin +1
We study the behavior of U.S. markets both before and after U.S. Federal Open Market Committee (FOMC) meetings, and show that the announcement of a U.S. Federal Reserve rate change…