122 citations · 799 across the 28 of their papers we have counts for
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physics.soc-ph2006★ 105 cited
Hitting Time Distributions in Financial Markets
Davide Valenti, Bernardo Spagnolo, Giovanni Bonanno
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been per…
physics.soc-ph2005
Asymptotic regime in N random interacting species
A. Fiasconaro, D. Valenti, B. Spagnolo
The asymptotic regime of a complex ecosystem with \emph{N}random interacting species and in the presence of an external multiplicative noise is analyzed. We find the role of the ex…