Get started
Author

Andrew Matacz

Observed names: A L Matacz, A. L. Matacz, A. Matacz, A.L. Matacz, ANDREW MATACZ, Matacz, Andrew
Observed institutions: The University of Sydney, University of Wisconsin–Milwaukee, Adelaide University, Capital Fund Management (France), The University of Adelaide, University of Maryland, College Park
OpenAlex ID: A5048840840
Leverage Effect in Financial Markets: The Retarded Volatility Model
2001 · Jean-Philippe Bouchaud, Andrew Matacz, et al. · Physical Review Letters · 326
PDF
Leverage Effect in Financial Markets
2001 · Bouchaud, Jean-Philippe, Matacz, Andrew, et al. · Technische Universität Dortmund Eldorado (Technische Universität Dortmund) · 161
Quantum Brownian motion in a bath of parametric oscillators: A model for system-field interactions
1994 · B. L. Hu, A. Matacz · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 151
PDF
Back reaction in semiclassical gravity: The Einstein-Langevin equation
1995 · B. L. Hu, A. Matacz · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 123
PDF
Financial Modeling and Option Theory With the Truncated Levy Process
2000 · ANDREW MATACZ · International Journal of Theoretical and Applied Finance · 95
PDF
A new theory of stochastic inflation
1997 · Andrew Matacz · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 79
PDF
Coherent state representation of quantum fluctuations in the early Universe
1994 · A. L. Matacz · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 71
PDF
Entropy and uncertainty of squeezed quantum open systems
1997 · Don Koks, Andrew Matacz, et al. · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 67
PDF
Squeezed vacua and the quantum statistics of cosmological particle creation
1994 · B. L. Hu, G. Kang, et al. · 55
Inflation and the fine-tuning problem
1997 · Andrew Matacz · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 44
PDF
Quantum vacuum instability near rotating stars
1993 · A. L. Matacz, P. C. W. Davies, et al. · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 42
PDF
The Leverage Effect in Financial Markets: Retarded Volatility And Market Panic
2001 · Jean-Philippe Bouchaud, Andrew Matacz, et al. · SSRN Electronic Journal · 32
An Empirical Investigation of the Forward Interest Rate Term Structure
2000 · ANDREW MATACZ, JEAN-PHILIPPE BOUCHAUD · International Journal of Theoretical and Applied Finance · 25
PDF
The emergence of classical behaviour in the quantum fluctuations of a scalar field in an expanding universe
1993 · A L Matacz · Classical and Quantum Gravity · 17
Path-dependent option pricing: the path integral partial averaging method
2002 · Andrew Matacz · The Journal of Computational Finance · 15
PDF
Thermal particle creation in cosmological spacetimes: A stochastic approach
1997 · Don Koks, B. L. Hu, et al. · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 15
PDF
Quantum Noise in Gravitation and Cosmology
1996 · B. L. Hu, A. Matacz · Institute for Nonlinear Science · 15
PDF
Financial Modeling and Option Theory with the Truncated Levy Process
2000 · Andrew Matacz · SSRN Electronic Journal · 13
Explaining the Forward Interest Rate Term Structure
2000 · ANDREW MATACZ, JEAN-PHILIPPE BOUCHAUD · International Journal of Theoretical and Applied Finance · 9
PDF
Erratum: Entropy and uncertainty of squeezed quantum open systems [Phys. Rev. D55, 5917 (1997)]
1997 · Don Koks, Andrew Matacz, et al. · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 9
PDF
Path Dependent Option Pricing: The Path Integral Partial Averaging Method
2000 · Andrew Matacz · SSRN Electronic Journal · 8
An Empirical Investigation of the Forward Interest Rate Term Structure
1999 · Jean-Philippe Bouchaud, Andrew Matacz · SSRN Electronic Journal · 6
Explaining the Forward Interest Rate Term Structure
1999 · Andrew Matacz, Jean-Philippe Bouchaud · SSRN Electronic Journal · 5
Erratum: Thermal particle creation in cosmological spacetimes: A stochastic approach [Phys. Rev. D56, 4905 (1997)]
1998 · Don Koks, B. L. Hu, et al. · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D. Particles and fields · 4
PDF
The leverage effect in financial markets: retarded volatility and market panic
2001 · Bouchaud, Jean-Philippe, Matacz, Andrew, et al. · 1
Works count: 30
Citation count: 1,388
H-index: 15
I10-index: 18
Year
Topic
Type