SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The geometry of crashes. A measure of the dynamics of stock market crises
16 references·0 citing·32 second hop
The geometry of crashes. A measure of the dynamics of stock market crises (2007)The geometry of crashes. A measure of the…Endogenous versus Exogenous Origins of Crises (2006)Endogenous versus Exogenous O…Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…Networks of equities in financial markets (2004)Networks of equities in finan…Topology of correlation-based minimal spanning trees in real and model markets (2003)Topology of correlation-based…Endogenous versus exogenous shocks in systems with memory (2003)Endogenous versus exogenous s…Dynamics of market correlations: Taxonomy and portfolio analysis (2003)Dynamics of market correlatio…Dynamic asset trees and Black Monday (2003)Dynamic asset trees and Black…Empirical Science of Financial Fluctuations (2002)Empirical Science of Financia…Dynamic asset trees and portfolio analysis (2002)Dynamic asset trees and portf…Quantifying and interpreting collective behavior in financial markets (2001)Quantifying and interpreting …Levels of complexity in financial markets (2001)Levels of complexity in finan…High-frequency cross-correlation in a set of stocks (2001)High-frequency cross-correlat…The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash (2000)The Nasdaq crash of April 200…Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions (2000)Identification of clusters of…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Corporate Conservatism and Relative Compensation (1995)Discrete hierarchical organization of social group sizes (2005)Negative bubbles and shocks in cryptocurrency markets (2016)Social physics (2022)Noise Dressing of Financial Correlation Matrices (1999)The evolution of interdependence in world equity markets—Evidence from minimum spanning trees (2006)Correlation of financial markets in times of crisis (2011)Evolution of worldwide stock markets, correlation structure, and correlation-based graphs (2011)Modern Portfolio Theory and Investment Analysis. (1982)Systematic analysis of group identification in stock markets (2005)Collective behavior of stock price movements in an emerging market (2007)Correlation and network analysis of global financial indices (2012)Portfolio Selection: Efficient Diversification of Investments (1959)The Econometrics of Financial Markets (1997)Correlation based networks of equity returns sampled at different time horizons (2006)The Econometrics of Financial Markets (2012)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)A network perspective of the stock market (2010)Statistical physics of human cooperation (2017)The Economy as an Evolving Complex System II (2018)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective (2012)A network analysis of the Italian overnight money market (2007)The Network of Global Corporate Control (2011)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)A tool for filtering information in complex systems (2005)Complex network-based time series analysis (2007)
this work references cited by second hop

References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,398 cited
  • 1999Hierarchical structure in financial markets2,104 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 2003Dynamics of market correlations: Taxonomy and portfolio analysis767 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2004Networks of equities in financial markets403 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2001High-frequency cross-correlation in a set of stocks243 cited
  • 2002Dynamic asset trees and portfolio analysis193 cited
  • 2001Quantifying and interpreting collective behavior in financial markets175 cited
  • 2000The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash124 cited
  • 2002Empirical Science of Financial Fluctuations109 cited
  • 2003Endogenous versus exogenous shocks in systems with memory99 cited
  • 2001Levels of complexity in financial markets94 cited
  • 2000Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions90 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2006Endogenous versus Exogenous Origins of Crises79 cited
  • Cited by

    No citing works inside the corpus for this window.