Time-lag cross-correlations in collective phenomena B Podobnik, D Wang, D Horvatic, I Grosse, HE Stanley Europhysics Letters 90 (6), 68001, 2010 | 237 | 2010 |
Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices D Wang, B Podobnik, D Horvatić, HE Stanley Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 83 (4 …, 2011 | 157 | 2011 |
1/f behavior in cross-correlations between absolute returns in a US market I Gvozdanovic, B Podobnik, D Wang, HE Stanley Physica A: Statistical Mechanics and its Applications 391 (9), 2860-2866, 2012 | 99 | 2012 |
High-frequency trading model for a complex trading hierarchy B Podobnik, D Wang, HE Stanley Quantitative Finance 12 (4), 559-566, 2012 | 22 | 2012 |
A generalization of random matrix theory and its application to statistical physics D Wang, X Zhang, D Horvatic, B Podobnik, H Eugene Stanley Chaos: An Interdisciplinary Journal of Nonlinear Science 27 (2), 2017 | 6 | 2017 |
Application of statistical physics in time series analysis D Wang | | 2015 |