papers
Publications (14)
q-fin.ST2007
Indication of multiscaling in the volatility return intervals of stock markets
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
physics.soc-ph2005
Scaling and memory of intraday volatility return intervals in stock market
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
physics.geo-ph2011
Scaling of Seismic Memory with Earthquake Size
Zeyu Zheng, Kazuko Yamasaki, Joel Tenenbaum +2
physics.soc-ph2005
A Generalized Preferential Attachment Model for Complex Systems
Kazuko Yamasaki, Kaushik Matia, Dongfeng Fu +4
q-fin.ST2013
Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets
Zeyu Zheng, Kazuko Yamasaki, Joel N. Tenenbaum +1
cond-mat.stat-mech2003
Market Simulation Displaying Multifractality
Kazuko Yamasaki, Kenneth J. Mackin
physics.ao-ph2010
The Emergence of El-Niño as an Autonomous Component in the Climate Network
Avi Gozolchiani, Kazuko Yamasaki, Shlomo Havlin
physics.soc-ph2005
Statistical Properties of Demand Fluctuation in the Financial Market
Kaushik Matia, Kazuko Yamasaki
physics.ao-ph2008
Climate Networks around the Globe are Significantly Effected by El Nino
Kazuko Yamasaki, Avi Gozolchiani, Shlomo Havlin
physics.data-an2005
The Growth of Business Firms: Theoretical Framework and Empirical Evidence
Dongfeng Fu, Fabio Pammolli, S. V. Buldyrev +4
q-fin.GN2014
Ranking the Economic Importance of Countries and Industries
Wei Li, Dror Y. Kenett, Kazuko Yamasaki +2
q-fin.ST2009
Statistical Regularities of Equity Market Activity
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
physics.data-an2006
A Generalized Preferential Attachment Model for Business Firms Growth Rates: I. Empirical Evidence
Fabio Pammolli, Dongfeng Fu, S. V. Buldyrev +4
q-fin.ST2008
Multifactor Analysis of Multiscaling in Volatility Return Intervals
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1