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How the financial crash of October 1997 could have been predicted
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How the financial crash of October 1997 could have been predicted (1998)How the financial crash of October 1997 c…Herding in mutual funds: A complex network approach (2019)Herding in mutual funds: A co…The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange (2010)The use of the Hurst exponent…Applications of Statistical Physics in Finance and Economics (2009)Applications of Statistical P…Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market (2008)Comparison study of global an…Time is Money (2007)Time is MoneyRECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. (2005)RECURRENCE PLOT AND RECURRENC…Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction (2003)Renormalization group analysi…Stochastic resonance as a model for financial market crashes and bubbles (2002)Stochastic resonance as a mod…Characterization of large price variations in financial markets (2002)Characterization of large pri…BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (2001)BUBBLES AND ANTI-BUBBLES IN L…Predicting Financial Crashes Using Discrete Scale Invariance (2000)Predicting Financial Crashes …Are financial crashes predictable? (1999)Are financial crashes predict…Applications of statistical physics to economic and financial topics (1999)Applications of statistical p…Speculative bubbles, crashes and rational expectations (1979)Speculative Dynamics and the Role of Feedback Traders (1990)Extreme Value Theory as a Risk Management Tool (1999)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Economic Forces and the Stock Market (1986)Generalized autoregressive conditional heteroskedasticity (1986)True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence (2007)Estimation of a Structural Stochastic Volatility Model of Asset Pricing (2010)Formation of share market prices under heterogeneous beliefs and common knowledge (2012)Théorie de la spéculation (1900)Human behavior and the principle of least effort (1949)Scaling behaviour in the dynamics of an economic index (1995)Offshore sourcing: An optimal operational strategy? (2001)Economic Impact of Public Transportation Investment (2009)Trends in marketing and their implication for manufacturing (2014)The Variation of Certain Speculative Prices (1963)Detecting long-range correlations with detrended fluctuation analysis (2001)Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals (2010)EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL (2015)Stock Market Crashes, Precursors and Replicas (1996)CRASHES AS CRITICAL POINTS (2000)Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)The psychology of social impact. (1981)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)ARCH modeling in finance (1992)Emerging equity market volatility (1997)A case study of speculative financial bubbles in the South African stock market 2003–2006 (2008)The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals (2014)The Economy as an Evolving Complex System II (2018)Introduction to Time Series and Forecasting (2002)Critical market crashes (2003)Recurrence quantification analysis of global stock markets (2010)Chaotic Business Cycles within a Kaldor-Kalecki Framework (2018)Examining financial and business cycle interaction using cross recurrence plot analysis (2022)Predicting financial crashes using discrete scale invariance (1999)The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets (2009)
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  • 2005RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.107 cited
  • 1999Applications of statistical physics to economic and financial topics100 cited
  • 2001BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY99 cited
  • 2007Time is Money94 cited
  • 2009Applications of Statistical Physics in Finance and Economics84 cited
  • 2000Predicting Financial Crashes Using Discrete Scale Invariance84 cited
  • 2008Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market70 cited
  • 2002Stochastic resonance as a model for financial market crashes and bubbles69 cited
  • 2003Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction64 cited
  • 2002Characterization of large price variations in financial markets64 cited
  • 1999Are financial crashes predictable?63 cited
  • 2010The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange62 cited
  • 2019Herding in mutual funds: A complex network approach29 cited

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