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Power law scaling and Dragon-Kings in distributions of intraday financial drawdowns. (2015). Sornette, Didier ; Filimonov, Vladimir .
In: Papers.
RePEc:arx:papers:1407.5037.

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Cited: 7

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Cites: 37

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Cocites: 27

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Coauthors: 0

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Citations received by this document

  1. A finite-time singularity in the dynamics of the US equity market: Will the US equity market eventually collapse?. (2023). Grobys, Klaus.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003034.

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  2. Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis. (2021). Roberts, Stephen ; Weydemann, Leonard ; Hochfilzer, Leonhard ; Fruehwirt, Wolfgang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303421.

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  3. Extreme events in a forced BVP oscillator: Experimental and numerical studies. (2021). Kathamuthu, Thamilmaran ; Srinivasan, Sabarathinam ; Thangavel, Bhagyaraj.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009231.

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  4. The power-law distribution for the income of poor households. (2020). Al-Dhurafi, Nasr Ahmed ; Ibrahim, Kamarulzaman ; Masseran, Nurulkamal ; Mohd, Muhammad Aslam.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304623.

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  5. A robust and efficient estimator for the tail index of inverse Pareto distribution. (2019). Mohd, Muhammad Aslam ; Hussain, Saiful Izzuan ; Ibrahim, Kamarulzaman ; Masseran, Nurulkamal.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:517:y:2019:i:c:p:431-439.

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  6. Quantitative evaluation of consecutive resilience cycles in stock market performance: A systems-oriented approach. (2019). Heinimann, Hans R ; Tang, Junqing.
    In: Papers.
    RePEc:arx:papers:1903.03201.

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  7. Optimal threshold for Pareto tail modelling in the presence of outliers. (2018). Mohd, Muhammad Aslam ; Ibrahim, Kamarulzaman ; Masseran, Nurulkamal.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:169-180.

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References

References cited by this document

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  4. Shuffling for understanding multifractality, application to asset price time series. (2019). Liaustrat, Blaise ; Jaffres, Laurent ; Senneret, Marc ; Wendt, Herwig ; Malevergne, Yannick ; Abry, Patrice.
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  8. Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities. (2016). Sornette, Didier ; Zhang, Qunzhi .
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  9. The dynamics of expected returns: evidence from multi-scale time series modelling. (2016). Bianchi, Daniele ; Tamoni, Andrea.
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    In: Papers.
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