116 citations · 373 across the 8 of their papers we have counts for
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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,…
cond-mat1999★ 68 cited
Imprints of log-periodic self-similarity in the stock market
S. Drozdz, F. Ruf, J. Speth +1
Detailed analysis of the log-periodic structures as precursors of the financial crashes is presented. The study is mainly based on the German Stock Index (DAX) variation over the 1…