29 citations · 43 across the 4 of their papers we have counts for
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physics.soc-ph2005
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…
physics.soc-ph2005
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…
physics.soc-ph2005
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…