157 citations · 762 across the 16 of their papers we have counts for
14 papers
Ranking the Economic Importance of Countries and Industries
Wei Li, Dror Y. Kenett, Kazuko Yamasaki +2
In the current era of worldwide stock market interdependencies, the global financial village has become increasingly vulnerable to systemic collapse. The recent global financial cr…
Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets
Zeyu Zheng, Kazuko Yamasaki, Joel N. Tenenbaum +1
In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies have s…
Scaling of Seismic Memory with Earthquake Size
Zeyu Zheng, Kazuko Yamasaki, Joel Tenenbaum +2
It has been observed that the earthquake events possess short-term memory, i.e. that events occurring in a particular location are dependent on the short history of that location.…
The Emergence of El-Niño as an Autonomous Component in the Climate Network
Avi Gozolchiani, Kazuko Yamasaki, Shlomo Havlin
We construct and analyze a climate network which represents the interdependent structure of the climate in different geographical zones and find that the network responds in a uniq…
Statistical Regularities of Equity Market Activity
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
Equity activity is an essential topic for financial market studies. To explore its statistical regularities, we comprehensively examine the trading value, a measure of the equity a…
Multifactor Analysis of Multiscaling in Volatility Return Intervals
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals , which are time interv…