Davor Horvatic

Theoretical Physics Department, University of Zagreb

Trg maršala Tita 14

Zagreb

Croatia

SCHOLARLY PAPERS

5

DOWNLOADS

337

SSRN CITATIONS
Rank 31,600

SSRN RANKINGS

Top 31,600

in Total Papers Citations

4

CROSSREF CITATIONS

22

Scholarly Papers (5)

1.

Bankruptcy Risk Model and Empirical Tests

PNAS, Vol. 107, No. 43, 2010
Number of pages: 8 Posted: 11 Nov 2010 Last Revised: 19 Nov 2010
Boston University, Theoretical Physics Department, University of Zagreb, University of California Merced, Ernest and Julio Gallo Management Program, affiliation not provided to SSRN and Boston University - Center for Polymer Studies
Downloads 117 (279,962)
Citation 2

Abstract:

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economic sciences, econophysics, finance, bankruptcy risk, debt-to-asset ratio

2.

Cross-Correlations between Volume Change and Price Change

Proceedings of the National Academy of Sciences of the United States of America, Vol. 106, No. 52, pp. 22079-22084, December 2009
Number of pages: 7 Posted: 11 Nov 2010
Boston University, Theoretical Physics Department, University of Zagreb, University of California Merced, Ernest and Julio Gallo Management Program and Boston University - Center for Polymer Studies
Downloads 111 (290,379)
Citation 2

Abstract:

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econophysics, finance, volatility

3.

Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices

Physics Review E, Forthcoming
Number of pages: 27 Posted: 16 Feb 2011
affiliation not provided to SSRN, Boston University, Theoretical Physics Department, University of Zagreb and Boston University - Center for Polymer Studies
Downloads 47 (466,300)
Citation 1

Abstract:

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Risk, Returns, Global Factor Model

4.

Scaling of Growth Rate Volatility for Six Macroeconomic Variables

Contemporary Economics, Vol. 6, No. 2, pp. 20-25, 2012
Number of pages: 6 Posted: 24 Nov 2012
Boston University, Theoretical Physics Department, University of Zagreb, University of Zagreb - School of Economics and Management, Luxembourg School of Business and Boston University - Center for Polymer Studies
Downloads 33 (530,415)

Abstract:

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composite index, complex phenomena, dynamics

5.

Scale-Invariant Properties of Public-Debt Growth

Europhysics Letters, Vol. 90, 2010
Number of pages: 9 Posted: 24 Oct 2010
University of California Merced, Ernest and Julio Gallo Management Program, Boston University, Theoretical Physics Department, University of Zagreb and Boston University - Center for Polymer Studies
Downloads 29 (551,861)

Abstract:

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Public Debt, Debt-to-GDP, Growth, Convergence