Pierre Cizeau

Noise Dressing of Financial Correlation Matrices

Laurent Laloux, Pierre Cizeau, Jean‐Philippe Bouchaud et al. · Physical Review Letters · 1999 · 1.2K citations · Full text

Empirical Finance, Empirical Correlation Matrices, Asset Pricing +12

RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS

Laurent Laloux, Pierre Cizeau, Marc Potters et al. · International Journal of Theoretical and Applied Finance · 2000 · 415 citations

Empirical Finance, Empirical Correlation Matrices, Financial Economics +12

Dynamics of a ferromagnetic domain wall: Avalanches, depinning transition, and the Barkhausen effect

Stefano Zapperi, Pierre Cizeau, Gianfranco Durin et al. · Physical review. B, Condensed matter · 1998 · 408 citations · Full text

Engineering, Magnetic Resonance, Flexible Domain Wall +19

Correlations in economic time series

Yanhui Liu, Pierre Cizeau, Martin Meyer et al. · Physica A Statistical Mechanics and its Applications · 1997 · 310 citations · Full text

Volatility Modeling, Economic Fluctuation, Financial Index +18

Volatility distribution in the S&P500 stock index

Pierre Cizeau, Yanhui Liu, Martin Meyer et al. · Physica A Statistical Mechanics and its Applications · 1997 · 207 citations · Full text