Physica A Statistical Mechanics and its Applications · 2018 · 21 citations · 42 references
Social SciencesBusiness EconomicsEconomicsCommodity MarketsEconometricsRetail StrategyConsumer Demand AnalysisCross-sectional EconometricsDemand AnalysisRetail Market ResearchCommodity Price CorrelationCorrelation AnalysisCross-correlation AnalysisCross-market Price CorrelationIntermarket Price Relationships
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Scaling behaviour in the dynamics of an economic index
Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations