Concepedia

Parameswaran Gopikrishnan

PG

Statistics

Publications

46

Citations

10K

H-Index

34

Active since

1998

Affiliations

Boston University(Current)

Massachusetts Institute of Technology

Boston College

Harvard University

Goldman Sachs (United States)

Parameswaran Gopikrishnan is an author at Boston University specializing in economics, financial economics, and finance.

Publications per year

1998–2007

46

Publications

46

A theory of power-law distributions in financial market fluctuations

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou et al. · Nature · 2003 · 1.3K citations

, , +14

Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physical Review Letters · 1999 · 1K citations · Full text

, , +11

Random matrix approach to cross correlations in financial data

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2002 · 950 citations · Full text

, , +16

Scaling of the distribution of fluctuations of financial market indices

Parameswaran Gopikrishnan, Vasiliki Plerou, Luı́s A. Nunes Amaral et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 888 citations · Full text

, , +15

Statistical properties of the volatility of price fluctuations

Yanhui Liu, Parameswaran Gopikrishnan, Cizeau et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 735 citations · Full text

, , +14

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