Leonidas Sandoval Junior

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 40 citations into it
• Finance — 25 citations into it
• Statistical and Nonlinear Physics — 13 citations into it

Whom Leonidas Sandoval Junior trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Stephanov
2. Jean-Philippe Bouchaud
3. L. Laloux
4. Fabrizio Lillo
5. J. Verbaarschot
6. Anirban Chakraborti
7. Boris Podobnik
8. Marc Potters
9. Jukka-Pekka Onnela
10. Andrew Ang

Who trusts Leonidas Sandoval Junior overall

1. Gangjin Wang
2. Chi Xie

Papers from Leonidas Sandoval Junior's perspective

Ordered by how strongly the researchers Leonidas Sandoval Junior trusts endorse each paper. Same corpus, a different order for every researcher.

1. Random Matrices
2. Noise Dressing of Financial Correlation Matrices
3. How Markets Slowly Digest Changes in Supply and Demand
4. I and i
5. A theory of power-law distributions in financial market fluctuations (Nature)
6. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)
7. RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
8. The Long Memory of the Efficient Market
9. A well-conditioned estimator for large-dimensional covariance matrices
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Correlation of financial markets in times of crisis (2011) — 302 citations