42 citations to 10.1103/PhysRevE.74.011111 (Crossref Cited-By Service)
  1. A. I. Saichev, V. A. Filimonov, “Numerical simulation of the realizations and spectra of a quasi-multifractal diffusion process”, Jetp Lett., 87, № 9, 2008, 506  crossref
  2. V. Filimonov, D. Sornette, “Spurious trend switching phenomena in financial markets”, Eur. Phys. J. B, 85, № 5, 2012, 155  crossref
  3. Peter A. Ammermann, “Are Stock Return Dynamics Truly Explosive or Merely Conditionally Leptokurtic? A Case Study on the Impact of Distributional Assumptions in Econometric Modeling”, JDAIP, 04, № 01, 2016, 21  crossref
  4. Jordi Camprodon, Josep Perelló, “Maximum likelihood approach for several stochastic volatility models”, J. Stat. Mech., 2012, № 08, 2012, P08016  crossref
  5. G. Ouillon, D. Sornette, E. Ribeiro, “Multifractal Omori law for earthquake triggering: new tests on the California, Japan and worldwide catalogues”, Geophysical Journal International, 178, № 1, 2009, 215  crossref
  6. Aleksey Kutergin, Vladimir Filimonov, Financial Econometrics and Empirical Market Microstructure, 2015, 131  crossref
  7. A. I. Saichev, V. A. Filimonov, “On the spectrum of multifractal diffusion process”, J. Exp. Theor. Phys., 105, № 5, 2007, 1085  crossref
  8. Josep Perelló, Jaume Masoliver, “Extreme Times for Volatility Processes”, SSRN Journal, 2007  crossref
  9. Petre Caraiani, Emmanuel Haven, “Evidence of multifractality from CEE exchange rates against Euro”, Physica A: Statistical Mechanics and its Applications, 419, 2015, 395  crossref
  10. A. I. Saichev, V. A. Filimonov, “Numerical simulation of quasi-multifractal diffusion process”, J. Exp. Theor. Phys., 107, № 2, 2008, 324  crossref
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