2

The Square-Root Impace Law Also Holds for Option Markets

Tóth, Bence, Eisler, Zoltán, Bouchaud, J.-P.
Journal:
Wilmott
Year:
2016
Language:
english
File:
PDF, 1.74 MB
english, 2016
3

Volatility: A hidden Markov process in financial time series

Eisler, Zoltán, Perelló, Josep, Masoliver, Jaume
Journal:
Physical Review E
Year:
2007
Language:
english
File:
PDF, 507 KB
english, 2007
4

The Short-Term Price Impact of Trades is Universal

Tóth, Bence, Eisler, Zoltán, Bouchaud, Jean-Philippe
Journal:
Market Microstructure and Liquidity
Year:
2018
Language:
english
File:
PDF, 272 KB
english, 2018
5

Area-law violation for the mutual information in a nonequilibrium steady state

Eisler, Viktor, Zimborás, Zoltán
Journal:
Physical Review A
Year:
2014
Language:
english
File:
PDF, 257 KB
english, 2014
7

The dynamics of traded value revisited

Zoltán Eisler, János Kertész
Journal:
Physica A: Statistical Mechanics and its Applications
Year:
2007
Language:
english
File:
PDF, 286 KB
english, 2007
8

Fluctuation scaling in complex systems: Taylor's law and beyond1

Eisler, Zoltán, Bartos, Imre, Kertész, János
Journal:
Advances In Physics
Year:
2008
Language:
english
File:
PDF, 1.67 MB
english, 2008
11

Random walks on complex networks with inhomogeneous impact

Eisler, Zoltán, Kertész, János
Journal:
Physical Review E
Year:
2005
Language:
english
File:
PDF, 62 KB
english, 2005
12

Full Counting Statistics in a Propagating Quantum Front and Random Matrix Spectra

Eisler, Viktor, Rácz, Zoltán
Journal:
Physical Review Letters
Year:
2013
Language:
english
File:
PDF, 254 KB
english, 2013
13

On the partial transpose of fermionic Gaussian states

Eisler, Viktor, Zimborás, Zoltán
Journal:
New Journal of Physics
Year:
2015
Language:
english
File:
PDF, 1.02 MB
english, 2015
14

Entanglement negativity in the harmonic chain out of equilibrium

Eisler, Viktor, Zimborás, Zoltán
Journal:
New Journal of Physics
Year:
2014
Language:
english
File:
PDF, 593 KB
english, 2014
16

Entanglement negativity in two-dimensional free lattice models

Eisler, Viktor, Zimborás, Zoltán
Journal:
Physical Review B
Year:
2016
Language:
english
File:
PDF, 445 KB
english, 2016
17

Entanglement negativity bounds for fermionic Gaussian states

Eisert, Jens, Eisler, Viktor, Zimborás, Zoltán
Journal:
Physical Review B
Year:
2018
Language:
english
File:
PDF, 636 KB
english, 2018
22

Trading Lightly: Cross-Impact and Optimal Portfolio Execution

Mastromatteo, Iacopo, Benzaquen, Michael, Eisler, Zoltan
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 914 KB
english, 2017