30 citations to https://www.mathnet.ru/eng/jpm1
  1. Yaosong Zhan, Zhenya Liu, “Detecting turning points in high-frequency financial data analysis”, Ann Oper Res, 2025  crossref
  2. Chaolin He, Yijia Gao, Feng Xiao, Liangling Tang, Yasir Khan, “A bubble identification mechanism: Evidence from the Chinese stock market”, Pacific Economic Review, 29:1 (2024), 55  crossref
  3. Se Ho Kwak, “Explaining panic behavior in portfolio decision-making*”, Journal of Post Keynesian Economics, 2024, 1  crossref
  4. Hubert Dichtl, Wolfgang Drobetz, Tizian Otto, “Forecasting Stock Market Crashes via Machine Learning”, Journal of Financial Stability, 65 (2023), 101099  crossref
  5. Savas Dayanik, Semih O Sezer, “Model Misspecification in Discrete Time Bayesian Online Change Detection”, Methodol Comput Appl Probab, 25:1 (2023)  crossref
  6. Ioanna T. Kokores, Financial and Monetary Policy Studies, 55, Monetary Policy in Interdependent Economies, 2023, 39  crossref
  7. Cagin Uru, Savas Dayanik, Semih O. Sezer, “Compound Poisson disorder problem with uniformly distributed disorder time”, Bernoulli, 29:3 (2023)  crossref
  8. Xuyuan Han, Zhenya Liu, “The optimal time to buy and hold stock in a reversal”, Int. J Fin Econ, 2023  crossref
  9. Sabri Boubaker, Zhenya Liu, Tianqing Sui, Ling Zhai, “The mirror of history: How to statistically identify stock market bubble bursts”, Journal of Economic Behavior & Organization, 204 (2022), 128  crossref
  10. Zehra Eksi, Daniel Schreitl, “Closing a Bitcoin Trade Optimally under Partial Information: Performance Assessment of a Stochastic Disorder Model”, Mathematics, 10:1 (2022), 157  crossref
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