Davor Horvatić - Concepedia

Author

Davor Horvatić

Also Known As

D. HORVATIC, D. Horvatic, D. Horvatić, Davor HORVATIĆ, Davor Horvatic, Davor Horvatić, Horvatic, D., Horvatic, Davor, Horvatić, Davor, Ivanov, Plamen Ch

105

Publications

2.9K

Citations

H-Index

Concepts

All Affiliations

University of Zagreb University of Rijeka Boston University Zagreb School of Economics and Management Rudjer Boskovic Institute

About

Davor Horvatić is an author at University of Zagreb specializing in engineering, statistics, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	12	12	720
2	Business	5	5	820
3	Natural Sciences	4	4	113
4	Management	2	2	152
5	Public Health	2	2	251

Davor Horvatić

Publications

2.7K

Citations

H-Index

Page 1

	Year	Citations
Cross-correlations between volume change and price change Boris Podobnik, Davor Horvatić, Alexander M. Petersen, Proceedings of the National Academy of Sciences EconomicsVolatility ModelingGrowth Rates RAsset PricingMarket Trend	2009	632
Quantifying cross-correlations using local and global detrending approaches Boris Podobnik, Davor Horvatić, Suzana Ilić, The European Physical Journal B Multidimensional AnalysisGlobal Detrending ApproachesStatistical InferenceMultivariate AnalysisStatistics	2009	422
Detrended cross-correlation analysis for non-stationary time series with periodic trends Davor Horvatić, H. Eugene Stanley, Boris Podobnik Europhysics Letters (EPL) Earth ScienceEngineeringNon-stationary Time SeriesLong-range Cross-correlationsSignal Processing	2011	337
Time-lag cross-correlations in collective phenomena Boris Podobnik, D. Wang, Davor Horvatić, Europhysics Letters (EPL) Genome-wide Association StudyZipf DistributionTime-lag Cross-correlationsComputational GenomicsHigh-dimensional Chaos	2010	218
Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes Boris Podobnik, Davor Horvatić, Alfonso Lam Ng, Physica A Statistical Mechanics and its Applications EngineeringData ScienceFiarch ProcessesProcess MonitoringEconometrics	2008	139
Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices Wang Duan, Boris Podobnik, Davor Horvatić, Physical Review E	2011	133
Fractionally integrated process with power-law correlations in variables and magnitudes Boris Podobnik, Plamen Ch. Ivanov, K. Biljaković, Physical Review E	2005	79
Bankruptcy risk model and empirical tests Boris Podobnik, Davor Horvatić, Alexander M. Petersen, Proceedings of the National Academy of Sciences Empirical FinanceFinancial EconomicsZipf DistributionFinancial Risk ManagementFinancial Structure	2010	78
Asymmetric Lévy flight in financial ratios Boris Podobnik, Aljoša Valentinčič, Davor Horvatić, Proceedings of the National Academy of Sciences Empirical FinanceAsymmetric Lévy FlightFinancial Risk ManagementFinancial MathematicsAsset Pricing	2011	74
Size-dependent standard deviation for growth rates: Empirical results and theoretical modeling Boris Podobnik, Davor Horvatić, Fabio Pammolli, Physical Review E	2008	48

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