- Kiyoshi Kanazawa, Didier Sornette, “Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions”, Phys. Rev. Research, 5, № 1, 2023, 013067

- Yi Zhang, Xue Li, “A multifractality analysis of Ising financial markets with small world topology”, Eur. Phys. J. B, 88, № 3, 2015, 61

- S. Drożdż, J. Kwapień, P. Oświecimka, R. Rak, “Quantitative features of multifractal subtleties in time series”, Europhys. Lett., 88, № 6, 2009, 60003

- Zhi-Qiang Jiang, Wei-Xing Zhou, “Multifractality in stock indexes: Fact or Fiction?”, Physica A: Statistical Mechanics and its Applications, 387, № 14, 2008, 3605

- Didier Sornette, “Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models”, SSRN Journal, 2014

- Jian Zhong, Xin Zhao, 2011 Fourth International Conference on Business Intelligence and Financial Engineering, 2011, 320

- Jaume Masoliver, Josep Perelló, “Extreme times for volatility processes”, Phys. Rev. E, 75, № 4, 2007, 046110

- 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, № 1-3, 2015, 23

- 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

- 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
