Physics
Research Interests:
Econophysics and Social Networks
Selected papers:
- 05/21/09 Statistical analysis of the overnight and daytime return
- 01/08/09 Multifactor analysis of multiscaling in volatility return intervals
- 01/29/08 Indication of multiscaling in the volatility return intervals of stock markets
- 02/16/06 Scaling and memory of intraday volatility return intervals in stock markets
Education:
Ph. D. in Physics, Boston University
Postdoc BU Polymer Studies