The DOI matches its Crossref record; 24 of the 24 references it cites were found in a registry or an index.
Scaling behaviour in the dynamics of an economic index
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Citations
Cites
An introduction to probability theory and its applications
(1958) · Journal of the Franklin Institute · doi:10.1016/0016-0032(58)90688-4 · Cited by 29,269
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
The Behavior of Stock-Market Prices
Fama, E. F. (1965) · The Journal of Business · doi:10.1086/294743 · Cited by 8,664
Self-organized criticality: An explanation of the 1/f noise
Bak, P., Tang, C., & Wiesenfeld, K. (1987) · Physical Review Letters · doi:10.1103/physrevlett.59.381 · Cited by 7,591
An Introduction to Probability Theory and its Applications.
Kingman, J. F. C., & Feller, W. (1972) · Journal of the Royal Statistical Society. Series A (General) · doi:10.2307/2344620 · Cited by 4,938
The Variation of Certain Speculative Prices
Mandelbrot, B. (1963) · The Journal of Business · doi:10.1086/294632 · Cited by 4,747
Bollerslev, T., Chou, R. Y., & Kroner, K. F. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90064-x · Cited by 4,270
Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications
Bouchaud, J.-P., & Georges, A. (1990) · Physics Reports · doi:10.1016/0370-1573(90)90099-n · Cited by 4,162
An Introduction to Probability Theory.
Fristedt, B., & Moran, P. A. P. (1986) · Journal of the American Statistical Association · doi:10.2307/2288022 · Cited by 3,300
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Clark, P. K. (1973) · Econometrica · doi:10.2307/1913889 · Cited by 2,779
Cited by
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, T., & Marchesi, M. (1999) · Nature · doi:10.1038/17290 · Cited by 1,526
Long-Range Temporal Correlations and Scaling Behavior in Human Brain Oscillations
Linkenkaer-Hansen, K., Nikouline, V. V., Palva, J. M., & Ilmoniemi, R. J. (2001) · The Journal of Neuroscience · doi:10.1523/jneurosci.21-04-01370.2001 · Cited by 1,149
“…that several complex systems self-organize through local interactions to a critical state with long-range spatiotemporal correlations (Bak et al., 1989; Mantegna and Stanley, 1995; Boettcher and Paczuski, 1996; Paczuski et al., 1996; Bak, 1997; Malamud et al., 1998; Lux and Marchesi, 1999).”
BackgroundUniversal and Nonuniversal Properties of Cross Correlations in Financial Time Series
Plerou, V., Gopikrishnan, P., Rosenow, B., Nunes Amaral, L. A., & Stanley, H. E. (1999) · Physical Review Letters · doi:10.1103/physrevlett.83.1471 · Cited by 1,017
Self-citationSumpter, D. J. T. (2010) · doi:10.1515/9781400837106 · Cited by 914
Power Laws in Economics and Finance
Gabaix, X. (2009) · Annual Review of Economics · doi:10.1146/annurev.economics.050708.142940 · Cited by 907
Metadata
- Authors
- Mantegna, R. N., & Stanley, H. E.
- Venue
- Nature
- Published
- 1995-07
- Volume
- 376
- Issue
- 6535
- Pages
- 46-49
- ISSN
- 0028-0836 (ISSN-L)
- 1476-4687
- OpenAlex
- W2057116804
- Cited by
- 1,752
- References
- 24
- FWCI
- 69.67
- Type
- journal article
- Language
- en
- Open access
- closed
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- Mantegna, R. N., & Stanley, H. E. (1995). Scaling behaviour in the dynamics of an economic index. Nature. https://doi.org/10.1038/376046a0
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
