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Empirical Distributions of Stock Returns : Between the Stretched Exponential and the Power Law?. (2005). Malevergne, Yannick ; Sornette, Didier ; Pisarenko, Vladilen.
In: Post-Print.
RePEc:hal:journl:hal-02311833.

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  1. On the potential of quantum walks for modeling financial return distributions. (2025). , Luis ; de Backer, Stijn ; Schoors, Koen ; Ryckebusch, Jan.
    In: Physica A: Statistical Mechanics and its Applications.
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  2. Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks. (2025). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn.
    In: Papers.
    RePEc:arx:papers:2505.13019.

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  3. Modeling and simulation of financial returns under non-Gaussian distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123004417.

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  4. ESG, risk, and (tail) dependence. (2023). Paterlini, Sandra ; Sahin, Ozge ; Bax, Karoline ; Czado, Claudia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000297.

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  5. Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni.
    In: Papers.
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  6. Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica.
    In: Papers.
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  7. Narrative Triggers of Information Sensitivity. (2022). Ristolainen, Kim.
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  8. Testing marginal homogeneity in Hilbert spaces with applications to stock market returns. (2022). Ditzhaus, Marc ; Gaigall, Daniel.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:31:y:2022:i:3:d:10.1007_s11749-022-00802-5.

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  9. Bitcoin: A life in crises. (2022). Tarassov, Jevgeni ; Houli, Nicolas.
    In: PLOS ONE.
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  10. Heavy tailed distributions in closing auctions. (2022). de Vilder, R ; Derksen, M ; Kleijn, B.
    In: Physica A: Statistical Mechanics and its Applications.
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  11. Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). nanda, vikram ; Chava, Sudheer ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit ; Rosso, Paolo.
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  12. Gibrat’s law in the trucking industry. (2021). Balthrop, Andrew T.
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  13. Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity. (2021). Panov, Vladimir ; Morozova, Ekaterina.
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  14. World per capita gross domestic product measured nominally and across countries with purchasing power parity: Stretched exponential or Boltzmann–Gibbs distribution?. (2021). Hernández Ramírez, Eric ; del Castillo-Mussot, M ; Hernandez-Casildo, J ; Hernandez-Ramirez, E.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309882.

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  15. ESG, Risk, and (Tail) Dependence. (2021). Paterlini, Sandra ; Sahin, Ozge ; Bax, Karoline ; Czado, Claudia.
    In: Papers.
    RePEc:arx:papers:2105.07248.

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  16. Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500. (2021). Dehouche, Nassim.
    In: Papers.
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  17. Ranking tail risk across international stock markets. (2020). Lai, Wan-Ni ; Groslambert, Bertrand.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-20-00120.

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  18. Heavy tailed distributions in closing auctions. (2020). de Vilder, R ; Derksen, M ; Kleijn, B.
    In: Papers.
    RePEc:arx:papers:2012.10145.

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  19. Statistical properties of volume and calendar effects in prediction markets. (2019). Restocchi, Valerio ; McGroarty, Frank ; Gerding, Enrico.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:1150-1160.

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  20. The stylized facts of prediction markets: Analysis of price changes. (2019). Restocchi, Valerio ; McGroarty, Frank ; Gerding, Enrico.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:515:y:2019:i:c:p:159-170.

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  21. Investigation of non-Gaussian effects in the Brazilian option market. (2018). Sosa-Correa, William O ; Vasconcelos, Giovani L.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:496:y:2018:i:c:p:525-539.

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  22. EMPIRICAL DISTRIBUTION OF STOCK RETURNS OF SOUTHEAST EUROPEAN EMERGING MARKETS. (2017). Naumoski, Aleksandar ; Gaber-Naumoska, Vasilka.
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  23. Econophysics and Financial Economics: An Emerging Dialogue. (2017). Jovanovic, Franck ; Schinckus, Christophe.
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  24. GDP growth rates as confined L\evy flights. (2017). Lera, Sandro Claudio ; Sornette, Didier.
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  25. Power laws in oil and natural gas production. (2016). Balthrop, Andrew.
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  26. A general improved methodology to forecasting future oil production: Application to the UK and Norway. (2015). Forro, Z. ; Cauwels, P. ; Fievet, L. ; Sornette, D..
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  27. Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns. (2015). Filimonov, Vladimir ; Sornette, Didier.
    In: Chaos, Solitons & Fractals.
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  28. Power law scaling and Dragon-Kings in distributions of intraday financial drawdowns. (2015). Filimonov, Vladimir ; Sornette, Didier.
    In: Papers.
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  29. Multifractality and long memory of a financial index. (2014). Suarez-Garcia, Pablo ; Gomez-Ullate, David .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:394:y:2014:i:c:p:226-234.

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  30. Forecasting future oil production in Norway and the UK: a general improved methodology. (2014). Forro, Zalan ; Cauwels, Peter ; Fievet, Lucas ; Sornette, Didier.
    In: Papers.
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  31. Scaling, stability and distribution of the high-frequency returns of the Ibex35 index. (2013). Suarez-Garcia, Pablo ; Gomez-Ullate, David .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:6:p:1409-1417.

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  32. Stable mixture GARCH models. (2013). Haas, Markus ; Broda, Simon ; STEUDE, Sven C. ; PAOLELLA, MARC S. ; Krause, Jochen.
    In: Journal of Econometrics.
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  33. Multifractality and long memory of a financial index. (2013). Pablo Su'arez-Garc'ia, ; David G'omez-Ullate, .
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  34. Models for stock returns. (2012). Nadarajah, Saralees.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:3:p:411-424.

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  35. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios. (2012). Sushko, Vladyslav ; Nirei, Makoto ; Stamatiou, Theodoros .
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  36. Scaling, stability and distribution of the high-frequency returns of the IBEX35 index. (2012). Pablo Su'arez-Garc'ia, ; David G'omez-Ullate, .
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  37. A graphical test for local self-similarity in univariate data. (2011). Patel, Rakhee Dinubhai ; Schoenberg, Frederic Paik.
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  38. A Data-Reconstructed Fractional Volatility Model. (2008). Mendes, Rui ; Oliveira, Maria J..
    In: Economics Discussion Papers.
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  39. Empirical distributions of Chinese stock returns at different microscopic timescales. (2008). Zhou, Wei-Xing ; Chen, Wei ; Gu, Gao-Feng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:2:p:495-502.

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  40. Statistical properties of daily ensemble variables in the Chinese stock markets. (2007). Zhou, Wei-Xing ; Gu, Gao-Feng.
    In: Physica A: Statistical Mechanics and its Applications.
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  41. Empirical distributions of Chinese stock returns at different microscopic timescales. (2007). Zhou, Wei-Xing ; Chen, Wei ; Gu, Gao-Feng.
    In: Papers.
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  42. The modified weibull distribution for asset returns: reply. (2006). Malevergne, Yannick ; Pisarenko, V. ; Sornette, D..
    In: Quantitative Finance.
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  43. The modified Weibull distribution for asset returns. (2006). Nadarajah, Saralees ; Kotz, Samuel.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:6:y:2006:i:6:p:449-449.

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  44. Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets. (2006). Zhou, Wei-Xing ; Sornette, Didier.
    In: Physica A: Statistical Mechanics and its Applications.
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  45. New statistic for financial return distributions: Power-law or exponential?. (2006). Pisarenko, V. ; Sornette, D..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:366:y:2006:i:c:p:387-400.

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