activity
20022006
most citedMultifractal Properties of Price Fluctuations of Stocks and Commodities

344 citations · 462 across the 8 of their papers we have counts for

collaborators

8 papers

physics.soc-ph2006★ 26 cited

A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment

S. V. Buldyrev, F. Pammolli, M. Riccaboni +4

We present a preferential attachment growth model to obtain the distribution of number of units in the classes which may represent business firms or other socio-economic…

physics.data-an2006★ 24 cited

A Generalized Preferential Attachment Model for Business Firms Growth Rates: I. Empirical Evidence

Fabio Pammolli, Dongfeng Fu, S. V. Buldyrev +4

We introduce a model of proportional growth to explain the distribution of business firm growth rates. The model predicts that is Laplace in the central part and depi…

physics.soc-ph2005

Statistical Properties of Demand Fluctuation in the Financial Market

Kaushik Matia, Kazuko Yamasaki

We examine the out-of-equilibrium phase reported by Plerou {\it et. al.} in Nature, {\bf 421}, 130 (2003) using the data of the New York stock market (NYSE) between the years 2001…

physics.soc-ph2005

Scaling Phenomena in the Growth Dynamics of Scientific Output

Kaushik Matia, Luis A. Nunes Amaral, Marc Luwel +2

We analyze a set of three databases at different levels of aggregation (i) a database of approximately publications of 247 countries in the period between 1980--2001. (ii) A…

physics.soc-ph2005★ 1 cited

A Generalized Preferential Attachment Model for Complex Systems

Kazuko Yamasaki, Kaushik Matia, Dongfeng Fu +4

Complex systems can be characterized by classes of equivalency of their elements defined according to system specific rules. We propose a generalized preferential attachment model…

cond-mat.stat-mech2003★ 66 cited

Scale-Dependent Price Fluctuations for the Indian Stock Market

Kaushik Matia, Mukul Pal, H. Eugene Stanley +1

Classic studies of the probability density of price fluctuations for stocks and foreign exchanges of several highly developed economies have been interpreted using a {\it power…