42 citations to 10.1103/PhysRevE.74.011111 (Crossref Cited-By Service)
  1. Kiyoshi Kanazawa, Didier Sornette, “Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions”, Phys. Rev. Research, 5, no. 1, 2023, 013067  crossref
  2. Yi Zhang, Xue Li, “A multifractality analysis of Ising financial markets with small world topology”, Eur. Phys. J. B, 88, no. 3, 2015, 61  crossref
  3. S. Drożdż, J. Kwapień, P. Oświecimka, R. Rak, “Quantitative features of multifractal subtleties in time series”, Europhys. Lett., 88, no. 6, 2009, 60003  crossref
  4. Zhi-Qiang Jiang, Wei-Xing Zhou, “Multifractality in stock indexes: Fact or Fiction?”, Physica A: Statistical Mechanics and its Applications, 387, no. 14, 2008, 3605  crossref
  5. Didier Sornette, “Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models”, SSRN Journal, 2014  crossref
  6. Jian Zhong, Xin Zhao, 2011 Fourth International Conference on Business Intelligence and Financial Engineering, 2011, 320  crossref
  7. Jaume Masoliver, Josep Perelló, “Extreme times for volatility processes”, Phys. Rev. E, 75, no. 4, 2007, 046110  crossref
  8. Vladimir Filimonov, Spencer Wheatley, Didier Sornette, “Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process”, Communications in Nonlinear Science and Numerical Simulation, 22, no. 1-3, 2015, 23  crossref
  9. Xing Li, “On the multifractal analysis of air quality index time series before and during COVID-19 partial lockdown: A case study of Shanghai, China”, Physica A: Statistical Mechanics and its Applications, 565, 2021, 125551  crossref
  10. Zhi-Qiang Jiang, Wei-Xing Zhou, “Scale invariant distribution and multifractality of volatility multipliers in stock markets”, Physica A: Statistical Mechanics and its Applications, 381, 2007, 343  crossref
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