P. Weber

Relation between volatility correlations in financial markets and Omori processes occurring on all scales.

Shlomo Havlin, H Eugene Stanley, Fengzhong Wang, 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.

Statistical regularities in the return intervals of volatility

Kazuko Yamasaki, Shlomo Havlin, Fengzhong Wang, 2007 .

Comparison between volatility return intervals of the S&P 500 index and two common models

H. E. Stanley, S. Havlin, H. Stanley, 2008 .

Relation between volatility correlations in financial markets and Omori processes occurring on all scales.

H. Stanley, S. Havlin, Fengzhong Wang, 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

Analysis of aggregated tick returns: evidence for anomalous diffusion.

P. Weber, Philipp Weber, 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

Response functions, trading strategies, and random matrices: Analysis of large fluctuations and correlations in stock price diffusion

P. Weber, Philipp Weber, 2006 .

Statistical Physics Approaches to Financial Fluctuations

S. Havlin, Eugene Stanley, Woo-Sung Jung, 2007 .

Order book approach to price impact

B. Rosenow, P. Weber, P. Weber, 2003, cond-mat/0311457.

Large stock price changes: volume or liquidity?

Bernd Rosenow, Philipp Weber, B. Rosenow, 2004, cond-mat/0401132.

Order book dynamics and price impact

B. Rosenow, P. Weber, 2006 .