Econophysics Research: Publications
The Center for Polymer Studies at Boston University


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  1. R. N. Mantegna and H. E. Stanley, Introduction to Econophysics: Correlations & Complexity in Finance (Cambridge University Press, Cambridge, 2000). Japanese Translation: Masumi Nakajima (Economist-sha, Tokyo 2000); Polish Translation: R. Kutner (2001); Chinese translation: Liang Jing (2001).
  2. R. N. Mantegna and H. E. Stanley, "Stochastic Process with Ultra-Slow Convergence to a Gaussian: The Truncated Levy Flight," Phys. Rev. Lett. 73, 2946-2949 (1994). PDF [Citations: 182]
  3. R. N. Mantegna and H. E. Stanley, "Scaling Behaviour in the Dynamics of an Economic Index," Nature 376, 46-49 (1995). PDF Accompanied by News & Views editorial by A. Timmermann, p. 18. Described in "Was Physiker und Oekonomen voneinander lernen koennen," by George Szpiro [Neue Zuercher Zeitung, Nr 208, p. 73, 8 September 1999]. [Citations: 555]
  4. M. H. R. Stanley, S. V. Buldyrev, S. Havlin, R. Mantegna, M.A. Salinger, and H. E. Stanley, "Zipf plots and the size distribution of Firms," Economics Lett. 49, 453-457 (1995). PDF [Citations: 63]
  5. R. N. Mantegna and H. E. Stanley, "Ultra-Slow Convergence to a Gaussian: The Truncated Levy Flight," in Levy Flights and Related Topics in Physics [Proc. 1994 International Conf. on Levy Flights], edited by M. F. Shlesinger, G. M. Zaslavsky, and U. Frisch (Springer, Berlin, 1995), pp. 300-312.
  6. M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, and H. E. Stanley, "Scaling Behavior in the Growth of Companies," Nature 379, 804-806 (1996). PDF [Citations: 166]
  7. H. E. Stanley, V. Afanasyev, L. A. N. Amaral, S. V. Buldyrev, A. L. Goldberger, S. Havlin, H. Leschhorn, P. Maass, R. N. Mantegna, C.-K. Peng, P. A. Prince, M. A. Salinger, M. H. R. Stanley, and G. M. Viswanathan, "Anomalous Fluctuations in the Dynamics of Complex Systems: From DNA and Physiology to Econophysics," Physica A 224, 302-321 (1996). PDF
  8. M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, and H. E. Stanley, "Can Statistical Physics Contribute to the Science of Economics?" [Proc. International Conf. on "Future of Fractals"], Fractals 4, 415-425 (1996).
  9. R. N. Mantegna and H. E. Stanley, "Turbulence and Financial Markets," Nature 383, 587-588 (1996). PDF [Citations: 136]
  10. S. V. Buldyrev, H. Leschhorn, P. Maass, H. E. Stanley, M. H. R. Stanley, L. A. N. Amaral, S. Havlin, and M. A. Salinger, "Scaling Behavior in Economics: Empirical Results and Modeling of Company Growth," in The Physics of Complex Systems [Proceedings of the International School of Physics "Enrico Fermi" Course CXXXIV], edited by F. Mallamace and H. E. Stanley (IOS Press, Amsterdam, 1997), pp. 145-174.
  11. R. N. Mantegna and H. E. Stanley, "Physics Investigation of Financial Markets," in The Physics of Complex Systems [Proceedings of the International School of Physics "Enrico Fermi" Course CXXXIV], edited by F. Mallamace and H. E. Stanley (IOS Press, Amsterdam, 1997), pp. 473-490.
  12. R. N. Mantegna and H. E. Stanley, "Stock Market Dynamics and Turbulence: Parallel Analysis of Fluctuation Phenomena," Physica A 239, 255-266 (1997). PDF
  13. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley, and M. H. R. Stanley, "Scaling Behavior in Economics: I. Empirical Results for Company Growth," J. Phys. I France 7, 621-633 (1997). PDF [Citations: 73]
  14. S. V. Buldyrev, L. A. N. Amaral, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley, and M. H. R. Stanley, "Scaling Behavior in Economics: II. Modeling of Company Growth," J. Phys. I France 7, 635-650 (1997). PDF
  15. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, P. Maass, M. A. Salinger, H. E. Stanley, and M. H. R. Stanley, "Scaling Behavior in Economics: The Problem of Quantifying Company Growth," Physica A 244, 1-24 (1997). PDF
  16. Y. Liu, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley, "Quantification of Correlations in Economic Time Series," Physica A 245, 437-440 (1997). PDF [Citations: 91]
  17. P. Cizeau, Y. Liu, M. Meyer, C.-K. Peng, and H. E. Stanley, "Volatility Distribution in the S&P500 Stock Index," Physica A 245, 441-445 (1997). PDF [Citations: 61]
  18. R. N. Mantegna and H. E. Stanley, "Econophysics: Scaling and Its Breakdown in Finance" [Proc. Jancovici Workshop], J. Stat. Phys. 89, 469-479 (1997).
  19. R. Mantegna and H. E. Stanley, "Limit Theorems and Price Changes in Financial Markets," in Proc. Minerva Conf., Phil. Mag. 77, 1353-1356 (1998).
  20. T. Keitt and H. E. Stanley, "Scaling in the Dynamics of North American Breeding-Bird Populations," Nature 393, 257-259 (1998). PDF
  21. D. Canning, L. A. N. Amaral, Y. Lee, M. Meyer, and H. E. Stanley, "A Power Law for Scaling the Volatility of GDP Growth Rates with Country Size," Economics Lett. 60, 335-341 (1998). PDF
  22. R. N. Mantegna and H. E. Stanley, "Modeling of Financial Data: Comparison of the Truncated Levy Flight and the ARCH(1) and GARCH(1,1) Processes," Physica A 254, 77-84 (1998). PDF
  23. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, M. A. Salinger, and H. E. Stanley, "Power Law Scaling for a System of Interacting Units with Complex Internal Structure," Phys. Rev. Lett. 80, 1385-1388 (1998). PDF [Citations: 97]
  24. Y. Liu, L. A. N. Amaral, P. Cizeau, P. Gopikrishnan, M. Meyer, C.-K. Peng and H. E. Stanley, "Fluctuations and their Correlations in Econophysics," in Fractals and Beyond, edited by M. M. Novak (World Scientific, Singapore, 1998).
  25. P. Gopikrishnan, M. Meyer, L.A.N. Amaral, and H. E. Stanley, "Inverse Cubic Law for the Probability Distribution of Stock Price Variations," European Physics Journal B: Rapid Communications 3, 139-140 (1998). [Citations: 134]
  26. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, M. A. Salinger, and H. E. Stanley, "Modeling Scaling Behavior in the Growth Dynamics of Organizations," in Econophysics: An Emerging Science [Proc. 1997 Budapest Conference], edited by J. Kertesz and I. Kondor (Kluwer, Dordrecht, 2000).
  27. H. E. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, T. H. Keitt, H. A. Makse and G. Viswanathan, "Scale-Invariant Correlations in the Social Sciences," in Econophysics: An Emerging Science [Proc. 1997 Budapest Conference], edited by J. Kertesz and I. Kondor (Kluwer, Dordrecht, 2000).
  28. Y. Lee, L. A. N. Amaral, D. Canning, M. Meyer, and H. E. Stanley, "Universal Features in the Growth Dynamics of Complex Organizations," Phys. Rev. Lett. 81, 3275-3278 (1998). PDF
  29. Y. Liu, P. Cizeau, P. Gopikrishnan, M. Meyer, C.-K. Peng and H. E. Stanley, "Volatility Studies of the S&P 500 Index," in Econophysics: An Emerging Science [Proc. 1997 Budapest Conference], edited by J. Kertesz and I. Kondor (Kluwer, Dordrecht, 2000).
  30. L. A. N. Amaral, P. Cizeau, P. Gopikrishnan, Y. Liu, M. Meyer, C.-K. Peng and H. E. Stanley, "Econophysics: Can Statistical Physics Contribute to the Science of Economics?" [Proc. Intl Conf on Computational Physics, CCP1998] Computer Physics Communications 121-122, 145-152 (1999). PDF
  31. H. E. Stanley, L. A. N. Amaral, D. Canning, P. Gopikrishnan, Y. Lee, and Y. Liu, "Econophysics: Can Physicists Contribute to the Science of Economics?" [Proc. 1998 Econophysics Workshop], Physica A 269, 156-169 (1999). PDF
  32. V. Plerou, L. A. N. Amaral, P. Gopikrishnan, M. Meyer, and H. E. Stanley, "Similarities between the Growth Dynamics of University Research and of Competitive Economic Activities," Nature 400, 433-437 (1999). PDF
  33. H. E. Stanley, "Econophysics: Can Computational Physicists Contribute to the Science of Economics?" Feature Essay, Computing in Science & Engineering 1, 74-77 (1999).
  34. P. Gopikrishnan, V. Plerou, L. A. N. Amaral, M. Meyer, and H. E. Stanley, "Scaling of the Distributions of Fluctuations of Financial Market Indices," Phys. Rev. E 60, 5305-5316 (1999). PDF [Citations: 223]
  35. Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley, "The Statistical Properties of the Volatility of Price Fluctuations," Phys. Rev. E 60, 1390-1400 (1999). PDF [Citations: 213]
  36. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "Universal and Non-Universal Properties of Cross-Correlations in Financial Time Series," Phys. Rev. Lett. 83, 1471-1474 (1999). PDF [Citations: 190]
  37. V. Plerou, P. Gopikrishnan, L. A. N. Amaral, M. Meyer, and H. E. Stanley, "Scaling of the Distribution of Price Fluctuations of Individual Companies," Phys. Rev. E 60, 6519-6529 (1999). PDF [Citations: 147]
  38. Y. Liu, L. A. N. Amaral, P. Cizeau, P. Gopikrishnan, M. Meyer, C.-K. Peng and H. E. Stanley, "Fluctuations and their Correlations in Econophysics," in Anomalous Diffusion: From Basics to Applications [Proc. XIth Max Born Symposium, Ladek Zdroj, 20-27 May 1998], edited by R. Kutner, A. Pekalski and K. Sznajd-Weron (Springer, Berlin, 1999), pp. 197-210.
  39. R. N. Mantegna, Zoltan Palagyi, and H. E. Stanley, "Applications of Statistical Mechanics to Finance" [Proc. NATO Adv. Res. Workshop, Budapest], Physica A 274, 216-221 (1999).
  40. B. Podobnik, P. Ch. Ivanov, Y. Lee, A. Chessa, and H. E. Stanley, "Systems with Correlations in the Variance: Generating Power-Law Tails in Probability Distributions," Europhys. Lett. 50, 711-717 (2000). PDF
  41. P. Gopikrishnan, V. Plerou, L. A. N. Amaral, B. Rosenow, and H. E. Stanley, "Financial Time Series: A Physics Perspective," Statistical Physics--3rd Tohwa University International Conference, edited by Michio Tokuyama (AIP Conference Series, Volume 519, 2000), p. 667-680.
  42. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "Econophysics: Financial Time Series from a Statistical Physics Point of View," Physica A 279, 443-456 (2000). PDF
  43. P. Gopikrishnan, L. A. N. Amaral, Y. Liu, M. Meyer, V. Plerou, B. Rosenow, and H. E. Stanley, "Econophysics: What can Physicists contribute to Economics," [Proceedings of the conference Unsolved Problems of Noise, Adelaide, Australia 1999], edited by D. Abbott and L. Kish (AIP proceedings, Melville, New York, 2000), pp. 233-245.
  44. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, and V. Plerou, "Scale Invariance and Universality of Economic Fluctuations," Physica A 283, 31-41 (2000). PDF
  45. B. Podobnik, P. Ch. Ivanov, Y. Lee, and H. E. Stanley, "Scale-invariant Truncated Levy Process," Europhys. Lett. 52, 491-497 (2000). PDF
  46. B. Rosenow, V. Plerou, P. Gopikrishnan, L. A. N. Amaral, and H. E. Stanley, "Application of Random Matrix Theory to Study Cross-Correlations of Stock Prices," in Proceedings of 1999 Dublin Conf: Int. J. of Theoret. Appl. Finance 3, 399-404 (2000).
  47. L. A. N. Amaral, V. Plerou, P. Gopikrishnan, M. Meyer, and H. E. Stanley, "The Distribution of Returns of Stock Prices," in Proceedings of Dublin Conf, Int. J. of Theoret. Appl. Finance 3, 365-370 (2000).
  48. V. Plerou, P. Gopikrishnan, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, "Economic Fluctuations and Anomalous Diffusion," Phys. Rev. E 62, 3023-3026 (2000). PDF
  49. P. Gopikrishnan, V. Plerou, X. Gabaix, and H. E. Stanley, "Statistical Properties of Share Volume Traded in Financial Markets," Phys. Rev. E 62, 4493-4496 (2000). PDF
  50. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, Y. Liu, V. Plerou, and B. Rosenow, "Econophysics: What Can Physicists Contribute to Economics?" in Proceedings of Dublin Conf: Int. J. of Theoret. Appl. Finance 3, 335-346 (2000).
  51. H. E. Stanley, "Exotic Statistical Physics: Applications to Biology, Medicine, and Economics" [Karpacz International Conf. on Exotic Statistical Physics], Physica A 285, 1-17 (2000).PDF
  52. P. Gopikrishnan, V. Plerou, Y. Liu, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, "Scaling and Correlation in Financial Time Series," Physica A 287, 362-373 (2000). PDF
  53. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "A Random Matrix Theory Approach to Financial Cross-Correlations," Physica A 287, 374-382 (2000). PDF
  54. H. E. Stanley, P. Gopikrishnan, V. Plerou, and L. A. N. Amaral, "Quantifying Fluctuations in Economic Systems by Adapting Methods of Statistical Physics," Physica A 287, 339-361 (2000). PDF
  55. P. Gopikrishnan, B. Rosenow, V. Plerou, and H. E. Stanley, "Quantifying and Interpreting Collective Behavior in Financial Markets," Phys. Rev. E 64, 035106 (2001). PDF
  56. V. Plerou, P. Gopikrishnan, X. Gabaix, L. A. N. Amaral, and H. E. Stanley, "Price Fluctuations, Market Activity, and Trading Volume," Quantitative Finance 1, 262-269 (2001). PDF
  57. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "Collective Behavior of Stock Price Movements: A Random Matrix Theory Approach," Physica A 299, 175-180 (2001). PDF
  58. P. Ch. Ivanov, B. Podobnik, Y. Lee, and H. E. Stanley, "Truncated Levy Process with Scale-Invariant Behavior" [Proc. NATO Advanced Research Workshop on Application of Physics in Economic Modelling, Prague, 8-10 February 2001], Physica A 299, 154-160 (2001). PDF
  59. P. Gopikrishnan, V. Plerou, X. Gabaix, L. A. N. Amaral, and H. E. Stanley, "Price Fluctuations and Market Activity," Physica A 299, 137-143 (2001). PDF
  60. L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Model for the Growth Dynamics of Economic Organizations," Physica A 299, 127-136 (2001). PDF
  61. L. A. N. Amaral, P. Gopikrishnan, K. Matia, V. Plerou, and H. E. Stanley, "Application of Statistical Physics Methods and Concepts to the Study of Science and Technology Systems" [Proc. 2000 International Conference on Science and Technology Indicators, Leiden], Scientometrics 51, 9-36 (2001).
  62. H. E. Stanley, L. A. N. Amaral, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Similarities and Differences between Physics and Economics," Physica A 299, 1-15 (2001). PDF
  63. B. Podobnik, K. Matia, A. Chessa, P. Ch. Ivanov, Y. Lee, and H. E. Stanley, "Time Evolution of Stochastic Processes with Correlations in the Variance: Stability in Power-Law Tails of Distributions," Physica A 300, 300-309 (2001). PDF
  64. H. E. Stanley, L. A. N. Amaral, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Introduction to Econophysics: The What and Why of 'Financial Flows'" in Proc. 1st Int'l Symposium on Advanced Fluid Information, 4-5 October 2001, Sendai, Japan (Institute of Fluid Science, Sendai, 2001), pp. 788-797.
  65. H. E. Stanley, L. A. N. Amaral, S. V. Buldyrev, P. Gopikrishnan, V. Plerou, and M. A. Salinger, "Self-Organized Complexity in Economics and Finance," Proc. Natl. Acad. Sci. 99-Supp, 2561-2565 (2002). PDF
  66. H. E. Stanley, L. A. N. Amaral, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Quantifying Economic Fluctuations" [Proc. Bar-Ilan Conference], Physica A 302, 126-137 (2001). PDF
  67. R. N. Mantegna and H. E. Stanley, "Investigations of Financial Markets Using Statistical Physics Methods," in Science of Disaster: Market Crashes, Heart Attacks, and Climate Disruptions, edited by A. Bunde, J. Kropp, and H. J. Schellnhuber (Springer, Berlin, 2002), Chapt. 11, pp. 353-371.
  68. H. E. Stanley and V. Plerou, "Scaling and Universality in Economics: Empirical results and Theoretical Interpretation," Quantitative Finance 1, 563-567 (2001). PDF
  69. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral, T. Guhr, and H. E. Stanley, "Random Matrix approach to Cross-Correlations in Financial Data," Phys. Rev. E 65, 066126 (2002). PDF
  70. B. Podobnik, I. Grosse, and H. E. Stanley, "Stochastic Processes with Power-Law Stability and a Crossover in Power-Law Correlations," Physica A 316, 153-159 (2002). PDF
  71. V. Plerou, P. Gopikrishnan, X. Gabaix, and H. E. Stanley, "Quantifying Stock Price Response to Demand Fluctuations," Phys. Rev. E 66, 027104 (2002). PDF
  72. K. Matia, L. A. N. Amaral, S. Goodwin, and H. E. Stanley, "Different Scaling Behaviors of Commodity Spot and Future Prices," Phys. Rev. E 66, 045103 (2002). PDF
  73. T. H. Keitt, L. A. N. Amaral, S. V. Buldyrev, and H. E. Stanley, "Scaling in the Growth of Geogrpahically Subdivided Populations: Scale-Invariant Patterns from a Continent-Wide Biological Survey" [Focus issue: The biosphere as a complex adaptive system], Phil. Trans. Royal Soc. B: Biological Sciences 357, 627-633 (2002) cond-mat/0107277.
  74. B. Rosenow, V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Portfolio Optimization and the Random Magnet Problem," Europhys. Lett. 59, 500-506 (2002). PDF
  75. B. Rosenow, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Random Magnets and Correlations of Stock Price Fluctuations," Physica A 314, 762-767 (2002). PDF
  76. P. Gopikrishnan, V. Plerou, X. Gabaix, L. A. N. Amaral, and H. E. Stanley, "Price Fluctuations and Market Activity," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 12-17.
  77. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and B. Rosenow, "Quantifying Empirical Economic Fluctuations using the Organizing Principles of Scale Invariance and Universality," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 3-11.
  78. B. Rosenow, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Random Matrix Theory and Cross-Correlations of Stock Prices," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 27-34.
  79. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "A Random Matrix Theory Approach to Quantifying Collective Behavior of Stock Price Fluctuations," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 35-40.
  80. L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Modelling the Growth Statistics of Economic Organizations," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 313-320.
  81. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and M. A. Salinger, "Application of Computational Statistical Physics to Scale Invariance and Universality in Economic Phenomena" [Proc. International Workshop on Computational Statistical Physics held July 23-25, 2001 at the University of Georgia] Computer Physics Communications 146, 84-92 (2002). PDF
  82. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and M. A. Salinger, "Scale Invariance and Universality in Economic Phenomena," J. Phys.: Condens. Matter 14, 2121-2131 (2002).
  83. H. E. Stanley, "Statistical Physics and Economic Fluctuations: Do Outliers Exist?" [Proc. International Statistical Physics Conference, Kolkata], Physica A 318, 279-292 (2003). PDF
  84. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Understanding the Cubic and Half-Cubic Laws of Financial Fluctuations," Physica A 324, 1-5 (2003). PDF
  85. K. Matia, Y. Ashkenazy, and H. E. Stanley, "Multifractal Properties of Price Fluctuations of Stocks and Commodities," Europhys. Lett. 61, 422-428 (2003). PDF
  86. V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Two-Phase Behavior of Financial Markets," Nature 421, 130 (2003). PDF
  87. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Theory of Power-Law Distributions in Financial Market Fluctuations," Nature 423, 267-270 (2003). PDF [Citations: 122]
  88. V. Plerou, P. Gopikrishnan, X. Gabaix, and H. E. Stanley, "On the Origin of Power-Law Fluctuations in Stock Prices," Quantitative Finance 4, C11-C15 (2004). PDF
  89. K. Matia, M. Pal, H. Salunkay, and H. E. Stanley, "Scale-Dependent Price Fluctuation: Analysis of the Indian Stock Market," Europhys. Lett. 66, 909-914 (2004). PDF
  90. K. Matia, D. Fu, S. V. Buldyrev, F. Pammolli, M. Riccaboni, and H. E. Stanley, "Statistical Properties of Business Firm Structure and Growth," Europhys. Lett. 67, 493-503 (2004). PDF
  91. B. Podobnik, P. Ch. Ivanov, I. Grosse, K. Matia, and H. E. Stanley, "ARCH-GARCH Approaches to Modeling High-Frequency Financial Data," Physica A 344, 216-220 (2004). PDF
  92. A. Carbone, G. Castelli, and H. E. Stanley, "Time-Dependent Hurst Exponent in Financial Time Series," Physica A 344, 267-271 (2004). PDF
  93. K. Matia, Y. Ashkenazy, L. A. N. Amaral, S. P. Goodwin, and H. E. Stanley, "Statistical Properties of Commodity Price Fluctuations," in Proceedings of the Second Nikkei Econophysics Research Workshop and Symposium, Tokyo, 12-14 November 2002, edited by H. Takayasu (Springer-Verlag, Berlin, 2004), pp. 192-197.
  94. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Statistical Physics and Economic Fluctuations," in The Economy as an Evolving Complex System III, edited by L. E. Blume and S. N. Durlauf (Oxford University Press, New York, 2004).
  95. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations," in Proceedings of the Second Nikkei Econophysics Research Workshop and Symposium [Tokyo, 12-14 November 2002], edited by H. Takayasu (Springer-Verlag, Berlin, 2004), pp. 3-17
  96. B. Podobnik, P. Ch. Ivanov, V. Jazbinsek, Z. Trontelj, H. E. Stanley, and I. Grosse, "Power-Law Correlated Processes with Asymmetric Distributions,"Phys. Rev. E (Rapid Communications) 71, 025104 (2005). PDF
  97. K. Matia, L. A. N. Amaral, M. Luwel, H. Moed, and H. E. Stanley, "Scaling Phenomena in the Growth Dynamics of Scientific Output," Journal of the American Society for Information Science and Technology (JASIST) 56, 893-902 (2005). PDF
  98. V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Quantifying Fluctuations in Market Liquidity: Analysis of the Bid-Ask Spread," Phys. Rev. E 71, 046131 (2005). PDF
  99. K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H. E. Stanley, "Scaling and Memory in Volatility Return Intervals in Stock and Currency Markets," Proc. Natl. Acad. Sci. 102, 9424-9248 (2005). PDF
  100. B. Podobnik, P. Ch. Ivanov, K. Biljakovic, D. Horvatic, H. E. Stanley, and I. Grosse, "Fractionally Integrated Process with Power-Law Correlations in Variables and Magnitudes," Phys. Rev. E 72, 026121 (2005). PDF
  101. D. Fu, F. Pammolli, S. V. Buldyrev, M. Riccaboni, K. Matia, K. Yamasaki, and H. E. Stanley, "The Growth of Business Firms: Theoretical Framework and Empirical Evidence," Proc. Natl. Acad. Sci. 102, 18801-18806 (2005). PDF -- PDF of Cover Illustration
  102. V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Two-Phase Behaviour and the Distribution of Volume," Quantitative Finance 5, 519-521 (2005). PDF
  103. F. Wang, K. Yamasaki, S. Havlin, and H. E. Stanley, "Scaling and Memory of Intraday Volatility Return Intervals in Stock Market," Phys. Rev. E 73, 026117 (2005). PDF
  104. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Institutional Investors and Stock Market Volatility," Quarterly Journal of Economics 121, 461-504 (2006). PDF
  105. K. Yamasaki, K. Matia, S. V. Buldyrev, D. Fu, F. Pammolli, M. Riccaboni, and H. E. Stanley, "Preferential Attachment and Growth Dynamics in Complex Systems," Phys. Rev. E 74, 035103 (2006). PDF
  106. D. Fu, S. V. Buldyrev, M. A. Salinger, and H. E. Stanley, "Percolation Model for Growth Rates of Aggregates and Its Application for Business Firm Growth," Phys. Rev. E 74, 036118 (2006). PDF
  107. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations," Nonlinear Dynamics 44, 329-340 (2006).
  108. F. Wang, P. Weber, K. Yamasaki, S. Havlin, and H. E. Stanley, "Statistical Regularities in the Return Intervals of Volatility," Eur. Phys. J. B [Proc. Special Issue on Econophysics] 55, 123-133 (2007). PDF
  109. B. Podobnik, D. F. Fu, H. E. Stanley, and P. Ch. Ivanov, "Power-law Autocorrelated Stochastic Processes with Long-Range Cross-Correlations," Eur. Phys. J. B 56, 47-52 (2007). PDF
  110. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Theory of Limited Liquidity and Large Investors Causing Spikes in Stock Market Volatility and Trading Volume," J. Eur. Economic Association 5(2-3), 564-573 (2007). PDF
  111. S. V. Buldyrev, J. Growiec, F. Pammolli, M. Riccaboni, and H. E. Stanley, "The Growth of Business Firms: Facts and Theory," J. Eur. Economic Association 5(2-3), 574-584 (2007). PDF
  112. J. Shao, P. Ch. Ivanov, B. Podobnik, and H. E. Stanley, "Quantitative Relations between Corruption and Economic Factors," Eur. Phys. J. B 56[2], 157-166 (2007). PDF
  113. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Less Rare Events in Finance" [Proc. APFA-5, Torino], Physica A 382, 286-301 (2007). PDF
  114. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Unified Econophysics Explanation for the Power-Law Exponents of Stock Market Activity" [Proc. APFA-5, Torino], Physica A 382, 81-88 (2007). PDF
  115. F. Pammolli, D. Fu, S. V. Buldyrev, M. Riccaboni, K. Matia, K. Yamasaki, and H. E. Stanley, "A Generalized Preferential Attachment Model for Business Firm Growth Rates: I. Empirical Evidence" [Proc. APFA-5, Torino] Eur. Phys. J. B 57[2], 127-130 (2007). PDF
  116. S. V. Buldyrev, F. Pammolli, M. Riccaboni, K. Yamasaki, D. Fu, K. Matia, and H. E. Stanley, "A Generalized Preferential Attachment Model for Business Firm Growth Rates: II. Mathematical Treatment" [Proc. APFA-5, Torino] Eur. Phys. J. B 57[2], 131-138 (2007). PDF
  117. P. Weber, F. Wang, I. Vodenska-Chitkushev, S. Havlin, and H. E. Stanley, "Relation between Volatility Correlations in Financial Markets and Omori Processes Occurring on All Scales," Phys. Rev. E 76, 016109 (2007). PDF
  118. V. Plerou and H. E. Stanley, "Tests of Scaling and Universality of the Distributions of Trade Size and Share Volume: Evidence from Three Distinct Markets," Phys. Rev. E 76, 046109 (2007). PDF
  119. A. Carbone and H. E. Stanley, "Scaling Properties and Entropy of Long-Range Correlated Time Series" [Proc. International Conf on Statistical Mechanics: Kolkata], Physica A 384, 21-24 (2007). PDF
  120. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Quantifying and Understanding the Economics of Large Financial Movements," Journal of Economic Dynamics and Control (JEDC) 32[1], 303-319 (2008). PDF
  121. J. Growiec, F. Pammolli, M. Riccaboni, and H. E. Stanley, "On the Size Distribution of Business Firms," Economics Lett. 98[2], 207-212 (2008). PDF
  122. W.-S. Jung, O. Kwon, F. Wang, T. Kaizoji, H.-T. Moon, and H. E. Stanley, "Group Dynamics of the Japanese Market," Physica A 387, 537-542 (2008). PDF
  123. H. E. Stanley, Book Review: M. Lax, W. Cai, and M. Xu, Random Processes in Physics and Finance, Physics Today 61[1], 63-64 (2008). PDF
  124. F. Wang, K. Yamasaki, S. Havlin, and H. E. Stanley, "Indication of Multiscaling in the Volatility Return Intervals of Stock Markets," Phys. Rev. E 77, 016109 (2008). PDF
  125. B. Podobnik and H. E. Stanley, "Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-Stationary Time Series," Phys. Rev. Lett. 100, 084102 (2008). PDF
  126. I. Vodenska-Chitkushev, F. Z. Wang, P. Weber, K. Yamasaki, S. Havlin, and H. E. Stanley, "Comparison between Volatility Return Intervals of the S&P 500 Index and Two Common Models," Eur. Phys. J. B 61, 217-223 (2008). PDF
  127. W.-S. Jung, F. Z. Wang, S. Havlin, T. Kaizoji, H.-T. Moon, and H. E. Stanley, "Volatility Return Intervals Analysis of the Japanese Market," Eur. Phys. J. B 62, 113-119 (2008). PDF
  128. V. Plerou and and H. E. Stanley, "Stock Return Distributions: Tests of Scaling and Universality from Three Distinct Stock Markets," Phys. Rev. E 77, 037101 (2008). PDF
  129. B. Podobnik, D. Horvatic, A. L. Ng, H. E. Stanley, and P. Ch. Ivanov, "Modeling Long-Range Cross-Correlations in Two-Component ARFIMA and FIARCH Processes," Physica A 387, 3954-3959 (2008). PDF
  130. H. E. Stanley, V. Plerou, and X. Gabaix, "A Statistical Physics View of Financial Fluctuations: Evidence for Scaling and Universality," Physica A 387, 3967-3981 (2008). PDF
  131. B. Podobnik, D. Horvatic, F. Pammolli, F. Wang, H. E. Stanley, and I. Grosse, "Size-Dependent Standard Deviation for Growth Rates: Empirical Results and Theoretical Modeling," Phys. Rev. E 77, 056102 (2008). PDF