Yohanes Surya

Personal Details

First Name:	Yohanes
Middle Name:
Last Name:	Surya
Suffix:
RePEc Short-ID:	psu72

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Hokky Situngkir & Yohanes Surya, 2005. "On Stock Market Dynamics through Ultrametricity of Minimum Spanning Tree," Macroeconomics 0505010, University Library of Munich, Germany.

   Cited by:

   1. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
   2. Situngkir, Hokky, 2012. "Indonesian Stock Market Crisis Observation with Spectral and Composite Index," MPRA Paper 35961, University Library of Munich, Germany.
   3. Pang, Raymond Ka-Kay & Granados, Oscar M. & Chhajer, Harsh & Legara, Erika Fille T., 2021. "An analysis of network filtering methods to sovereign bond yields during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
   4. Situngkir, Hokky & Surya, Yohanes, 2006. "Kerangka Kerja Ekonofisika dalam Basel II," MPRA Paper 896, University Library of Munich, Germany.
   5. Yusuf Yargı BAYDİLLİ & Şafak BAYIR & İlker TÜRKER, 2017. "A Hierarchical View of a National Stock Market as a Complex Network," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(1), pages 205-222.
   6. Situngkir, Hokky, 2015. "On Capturing the Spreading Dynamics over Trading Prices in the Market," MPRA Paper 67247, University Library of Munich, Germany.
   7. Khashanah, Khaldoun & Yang, Hanchao, 2016. "Evolutionary systemic risk: Fisher information flow metric in financial network dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 318-327.
   8. Raymond Ka-Kay Pang & Oscar Granados & Harsh Chhajer & Erika Fille Legara, 2020. "An analysis of network filtering methods to sovereign bond yields during COVID-19," Papers 2009.13390, arXiv.org, revised Feb 2021.
   9. Situngkir, Hokky, 2015. "Indonesia embraces the Data Science," MPRA Paper 66048, University Library of Munich, Germany.
   10. Yao, Hongxing & Memon, Bilal Ahmed, 2019. "Network topology of FTSE 100 Index companies: From the perspective of Brexit," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1248-1262.

2. Hokky Situngkir & Yohanes Surya, 2004. "Agent-based Model Construction In Financial Economic System," Finance 0405006, University Library of Munich, Germany.
   • Hokky Situngkir & Yohanes Surya, 2004. "Agent-based Model Construction In Financial Economic System," Papers nlin/0403041, arXiv.org.

   Cited by:

   1. Hokky Situngkir & Yohanes Surya, 2005. "What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?," Finance 0504022, University Library of Munich, Germany.
      • Hokky Situngkir & Yohanes Surya, 2005. "What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?," Papers physics/0504210, arXiv.org, revised May 2005.
   2. Fatih Cavdur & Soundar Kumara, 2014. "Network mining: Applications to business data," Information Systems Frontiers, Springer, vol. 16(3), pages 473-490, July.

3. Ivan Mulianta & Hokky Situngkir & Yohanes Surya, 2004. "Power Law Signature in Indonesian Population," Labor and Demography 0409001, University Library of Munich, Germany.

   Cited by:

   1. Galesic, Mirta & Stein, D.L., 2019. "Statistical physics models of belief dynamics: Theory and empirical tests," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 519(C), pages 275-294.
   2. C. Borghesi & J.-P. Bouchaud, 2010. "Spatial correlations in vote statistics: a diffusive field model for decision-making," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 75(3), pages 395-404, June.

4. Hokky Situngkir & Yohanes Surya, 2004. "Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia," Finance 0405005, University Library of Munich, Germany.
   • Hokky Situngkir & Yohanes Surya, 2004. "Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia," Papers cond-mat/0403465, arXiv.org.

   Cited by:

   1. Situngkir, Hokky, 2011. "Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial [Understanding from and to the inability to understand: Social Complexity as a ," MPRA Paper 30871, University Library of Munich, Germany.
   2. Situngkir, Hokky, 2006. "Value at Risk yang memperhatikan sifat statistika distribusi return," MPRA Paper 895, University Library of Munich, Germany.
   3. Situngkir, Hokky, 2015. "On Capturing the Spreading Dynamics over Trading Prices in the Market," MPRA Paper 67247, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FIN: Finance (4) 2004-05-09 2004-05-09 2004-08-16 2005-05-14
2. NEP-CMP: Computational Economics (3) 2004-05-09 2004-05-09 2005-05-07
3. NEP-MAC: Macroeconomics (2) 2005-05-14 2007-01-14
4. NEP-SEA: South East Asia (2) 2004-05-09 2004-09-05
5. NEP-BAN: Banking (1) 2007-01-14
6. NEP-CFN: Corporate Finance (1) 2004-05-09
7. NEP-RMG: Risk Management (1) 2007-01-14

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