Work

Power-law relaxation in a complex system: Omori law after a financial market crash

Year: 2003

Type: article

Source: Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

DOI: 10.1103/physreve.68.016119

Authors: F. Lillo, R. N. Mantegna

Institutions: Istituto Nazionale per la Fisica della Materia, University of Palermo

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2273410047

FWCI: 11.42

Cites: 15

Cited by: 149

Related to: 10