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Cited by

• 2012Quantifying the Behavior of Stock Correlations Under Market Stress204 cited
• 2012Correlation and network analysis of global financial indices156 cited
• 2011Switching processes in financial markets152 cited
• 2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets115 cited
• 2021Deep graph convolutional reinforcement learning for financial portfolio management – DeepPocket83 cited
• 2010Switching Phenomena in a System with No Switches80 cited
• 2014Structure of local interactions in complex financial dynamics79 cited
• 2006Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting77 cited
• 2006Return-volatility correlation in financial dynamics70 cited
• 2012Stochastic Volatility of Volatility and Variance Risk Premia63 cited
• 2004Fearless versus fearful speculative financial bubbles60 cited
• 2006Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model59 cited
• 2003Volatility forecasting from multiscale and high-dimensional market data58 cited
• 2009Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets