Introduction to econophysics: correlations and complexity in finance RN Mantegna, HE Stanley Cambridge university press, 1999 | 5999 | 1999 |
Hierarchical structure in financial markets RN Mantegna The European Physical Journal B-Condensed Matter and Complex Systems 11, 193-197, 1999 | 2621 | 1999 |
Scaling behaviour in the dynamics of an economic index RN Mantegna, HE Stanley Nature 376 (6535), 46-49, 1995 | 2441 | 1995 |
Stochastic process with ultraslow convergence to a Gaussian: the truncated Lévy flight RN Mantegna, HE Stanley Physical Review Letters 73 (22), 2946, 1994 | 1140 | 1994 |
A tool for filtering information in complex systems M Tumminello, T Aste, T Di Matteo, RN Mantegna Proceedings of the National Academy of Sciences 102 (30), 10421-10426, 2005 | 1000 | 2005 |
Fast, accurate algorithm for numerical simulation of Levy stable stochastic processes RN Mantegna Physical Review E 49 (5), 4677, 1994 | 965 | 1994 |
Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis SV Buldyrev, AL Goldberger, S Havlin, RN Mantegna, ME Matsa, ... Physical Review E 51 (5), 5084, 1995 | 773 | 1995 |
Topology of correlation-based minimal spanning trees in real and model markets G Bonanno, G Caldarelli, F Lillo, RN Mantegna Physical Review E 68 (4), 046130, 2003 | 607 | 2003 |
Networks of equities in financial markets G Bonanno, G Caldarelli, F Lillo, S Micciche, N Vandewalle, ... The European Physical Journal B 38, 363-371, 2004 | 532 | 2004 |
Turbulence and financial markets RN Mantegna, HE Stanley Nature 383 (6601), 587-588, 1996 | 510 | 1996 |
Master curve for price-impact function F Lillo, JD Farmer, RN Mantegna Nature 421 (6919), 129-130, 2003 | 497 | 2003 |
Linguistic features of noncoding DNA sequences RN Mantegna, SV Buldyrev, AL Goldberger, S Havlin, CK Peng, ... Physical review letters 73 (23), 3169, 1994 | 475 | 1994 |
Correlation, hierarchies, and networks in financial markets M Tumminello, F Lillo, RN Mantegna Journal of economic behavior & organization 75 (1), 40-58, 2010 | 455 | 2010 |
Zipf plots and the size distribution of firms MHR Stanley, SV Buldyrev, S Havlin, RN Mantegna, MA Salinger, ... Economics letters 49 (4), 453-457, 1995 | 409 | 1995 |
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market DY Kenett, M Tumminello, A Madi, G Gur-Gershgoren, RN Mantegna, ... PloS one 5 (12), e15032, 2010 | 405 | 2010 |
Cluster analysis for portfolio optimization V Tola, F Lillo, M Gallegati, RN Mantegna Journal of Economic Dynamics and Control 32 (1), 235-258, 2008 | 372 | 2008 |
Noise enhanced stability in an unstable system RN Mantegna, B Spagnolo Physical review letters 76 (4), 563, 1996 | 372 | 1996 |
High-frequency cross-correlation in a set of stocks G Bonanno, F Lillo, RN Mantegna Taylor & Francis Group 1 (1), 96-104, 2001 | 364 | 2001 |
Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics HE Stanley, V Afanasyev, LAN Amaral, SV Buldyrev, AL Goldberger, ... Physica A: Statistical Mechanics and its Applications 224 (1-2), 302-321, 1996 | 336 | 1996 |
Lévy walks and enhanced diffusion in Milan stock exchange RN Mantegna Physica A: Statistical Mechanics and its Applications 179 (2), 232-242, 1991 | 310 | 1991 |