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Dragon-Kings, Black Swans and the Prediction of Crises
16 references·4 citing·30 second hop
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References

  • 1949Human behavior and the principle of least effort6,562 cited
  • 2007The black swan: the impact of the highly improbable3,454 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1950Human Behaviour and the Principle of Least Effort.1,194 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 1998Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales836 cited
  • 2005Manias, Panics and Crashes821 cited
  • 1998Inverse cubic law for the distribution of stock price variations590 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 1954The Great Crash, 1929326 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 1984War in the Modern Great Power System, 1495-1975286 cited
  • 2000Transmission of Information and Herd Behavior: An Application to Financial Markets283 cited
  • 2009The 2006–2008 oil bubble: Evidence of speculation, and prediction230 cited
  • 2001Significance of log-periodic precursors to financial crashes225 cited
  • 2010Theory of Zipf's Law and Beyond

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198 cited

Cited by

  • 2012Financial Black Swans Driven by Ultrafast Machine Ecology80 cited
  • 2011Crashes and High Frequency Trading78 cited
  • 2010Bubbles and Crashes34 cited
  • 2022A novel Integrated Risk Management Method for Airport operations11 cited