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Cited by

• 2019Multifractal analysis of financial markets: a review429 cited
• 2011Correlation of financial markets in times of crisis285 cited
• 2009Copula goodness-of-fit testing: an overview and power comparison270 cited
• 2010Copula Theory: An Introduction226 cited
• 2009Perspective—From Gaussian to Paretian Thinking: Causes and Implications of Power Laws in Organizations201 cited
• 2009The Advent of Copulas in Finance184 cited
• 2011Finite-size effect and the components of multifractality in financial volatility153 cited
• 2018Econophysics and sociophysics: Their milestones & challenges140 cited
• 2010Shocks, Crashes and Bubbles in Financial Markets137 cited
• 2007On the construction of copulas and quasi-copulas with given diagonal sections118 cited
• 2010Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices105 cited
• 2006Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets103 cited
• 2007Empirical distributions of Chinese stock returns at different microscopic timescales82 cited
• 2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model