29 citations · 43 across the 3 of their papers we have counts for
4 papers · 1 filter
Synchronization Model for Stock Market Asymmetry
Raul Donangelo, Mogens H. Jensen, Ingve Simonsen +1
The waiting time needed for a stock market index to undergo a given percentage change in its value is found to have an up-down asymmetry, which, surprisingly, is not observed for t…
Inverse Statistics for Stocks and Markets
A. Johansen, I. Simonsen, M. H. Jensen
In recent publications, the authors have considered inverse statistics of the Dow Jones Industrial Averaged (DJIA) [1-3]. Specifically, we argued that the natural candidate for suc…
Blackouts, risk, and fat-tailed distributions
Rafal Weron, Ingve Simonsen
We analyze a 19-year time series of North American electric power transmission system blackouts. Contrary to previously reported results we find a fatter than exponential decay in…
Investment horizons : A time-dependent measure of asset performance
Ingve Simonsen, Anders Johansen, Mogens H. Jensen
We review a resent {\em time-dependent} performance measure for economical time series -- the (optimal) investment horizon approach. For stock indices, the approach shows a pronoun…