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physics.soc-ph2006★ 64 cited
Are volatility correlations in financial markets related to Omori processes occurring on all scales?
Philipp Weber, Fengzhong Wang, Irena Vodenska-Chitkushev +2
We analyze the memory in volatility by studying volatility return intervals, defined as the time between two consecutive fluctuations larger than a given threshold, in time periods…
physics.soc-ph2006★ 62 cited
Optimal Paths in Complex Networks with Correlated Weights: The World-wide Airport Network
Zhenhua Wu, Lidia A. Braunstein, Vittoria Colizza +3
We study complex networks with weights, , associated with each link connecting node and . The weights are chosen to be correlated with the network topology in the fo…