Anirban Chakraborti

Economics and Econometrics · 2000–2013

A researcher in the Science corpus: 9 papers; trusts 4 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Anirban Chakraborti trusts overall

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

  1. Jean-Philippe Bouchaud
  2. Rama Cont
  3. Arnab Chatterjee
  4. Victor M. Yakovenko
  5. A. Drăgulescu
  6. Fabrizio Lillo
  7. J. D. Farmer
  8. Carl Chiarella
  9. Blake LeBaron
  10. John Angle

Who trusts Anirban Chakraborti overall

  1. John Angle
  2. Raphael Heiko Heiberger
  3. Victor M. Yakovenko
  4. M. Gould
  5. Magnus Wiese
  6. Tatiana Filatova
  7. J. Barkley Rosser Jr.
  8. M. A. Porter
  9. G. Bonanno
  10. Gangjin Wang

Papers from Anirban Chakraborti's perspective

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

  1. Long range dependence in financial markets
  2. Statistical properties of stock order books: empirical results and models
  3. More Statistical Properties of Order Books and Price Impact
  4. The Long Memory of the Efficient Market
  5. A theory of power-law distributions in financial market fluctuations (Nature)
  6. The power of patience: a behavioural regularity in limit-order placement
  7. A Dynamic Model of the Limit Order Book
  8. Direct Estimation of Equity Market Impact
  9. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
  10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers