| Consistent High‐precision Volatility from High‐frequency Data F Corsi, G Zumbach, UA Muller, MM Dacorogna Economic Notes 30 (2), 183-204, 2001 | 209 | 2001 |
| Adaptive-coordinate real-space electronic-structure calculations for atoms, molecules, and solids NA Modine, G Zumbach, E Kaxiras Physical Review B 55 (16), 10289, 1997 | 170 | 1997 |
| New approach to the calculation of density functionals G Zumbach, K Maschke Physical Review A 28 (2), 544, 1983 | 142 | 1983 |
| Volatility processes and volatility forecast with long memory G Zumbach Quantitative Finance 4 (1), 70-86, 2004 | 136 | 2004 |
| Market heterogeneities and the causal structure of volatility PE Lynch, GO Zumbach Quantitative Finance 3 (4), 320-331, 2003 | 133 | 2003 |
| The riskmetrics 2006 methodology G Zumbach Available at SSRN 1420185, 2007 | 114 | 2007 |
| The Dynamics of Financial Markets--Mandelbrot's multifractal cascades, and beyond L Borland, JP Bouchaud, JF Muzy, G Zumbach Wilmott, 86-96, 2005 | 93 | 2005 |
| Topological phase transition in a two-dimensional nematic n-vector model: A numerical study H Kunz, G Zumbach Physical Review B 46 (2), 662, 1992 | 83 | 1992 |
| Heterogeneous volatility cascade in financial markets G Zumbach, P Lynch Physica A: Statistical Mechanics and its Applications 298 (3-4), 521-529, 2001 | 81 | 2001 |
| Knowledge-intensive genetic discovery in foreign exchange markets S Bhattacharyya, OV Pictet, G Zumbach IEEE Transactions on Evolutionary Computation 6 (2), 169-181, 2002 | 80 | 2002 |
| Almost second order phase transitions G Zumbach Physical review letters 71 (15), 2421-2424, 1993 | 80 | 1993 |
| Density‐matrix functional theory for the N‐particle ground state G Zumbach, K Maschke The Journal of chemical physics 82 (12), 5604-5607, 1985 | 79 | 1985 |
| Phase transitions with O (n) symmetry broken down to O (n-p) G Zumbach Nuclear Physics B 413 (3), 771-791, 1994 | 78 | 1994 |
| Time reversal invariance in finance G Zumbach Quantitative Finance 9 (5), 505-515, 2009 | 76 | 2009 |
| Adaptive coordinate, real-space electronic structure calculations on parallel computers G Zumbach, NA Modine, E Kaxiras Solid state communications 99 (2), 57-61, 1996 | 70 | 1996 |
| A gentle introduction to the RM 2006 methodology G Zumbach RiskMetrics Group, Available at SSRN, 2007 | 61 | 2007 |
| Operators on inhomogeneous time series G Zumbach, U Müller International Journal of Theoretical and Applied Finance 4 (01), 147-177, 2001 | 53 | 2001 |
| Stiefel models of frustrated antiferromagnets H Kunz, G Zumbach Journal of Physics A: Mathematical and General 26 (13), 3121, 1993 | 52 | 1993 |
| The pitfalls in fitting GARCH processes G Zumbach Advances in Quantitative Asset Management. Kluver Academic Publisher, 2000 | 50* | 2000 |
| Measuring shock in financial markets GO Zumbach, MM Dacorogna, JL Olsen, RB Olsen International Journal of Theoretical and Applied Finance 3 (03), 347-355, 2000 | 50 | 2000 |
Efthimios KaxirasProfessor of Pysics and Applied Physics, Harvard UniversityVerified email at physics.harvard.edu
