116 citations · 373 across the 8 of their papers we have counts for
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cond-mat.stat-mech2002★ 50 cited
Log-periodic self-similarity: an emerging financial law?
S. Drozdz, F. Grummer, F. Ruf +1
A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significan…
cond-mat.stat-mech2000★ 79 cited
Towards identifying the world stock market cross-correlations: DAX versus Dow Jones
S. Drozdz, F. Gruemmer, F. Ruf +1
Effects connected with the world globalization affect also the financial markets. On a way towards quantifying the related characteristics we study the financial empirical correlat…
cond-mat.stat-mech1999★ 116 cited
Dynamics of competition between collectivity and noise in the stock market
S. Drozdz, F. Gruemmer, F. Ruf +1
Detailed study of the financial empirical correlation matrix of the 30 companies comprised by DAX within the period of the last 11 years, using the time-window of 30 trading days,…