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Follow the money : the monetary roots of bubbles and crashes
Corsi, Fulvio; Sornette, Didier - In: International review of financial analysis 32 (2014), pp. 47-59
Persistent link: https://www.econbiz.de/10010461341
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Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
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Comments on "Non-parametric determination of real-time lag structure between two time series: The 'Optimal thermal causal path' method with applications to economic data"
Andersen, Jørgen Vitting - In: Journal of macroeconomics 28 (2006) 1, pp. 225-227
Persistent link: https://www.econbiz.de/10003291168
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On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distribution of stock returns
Malevergne, Y.; Pisarenko, V.; Sornette, Didier - In: Applied financial economics 16 (2006) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10003291893
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Extreme financial risks : from dependence to risk management
Malevergne, Yannick; Sornette, Didier - 2006
Persistent link: https://www.econbiz.de/10003042066
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On rational bubbles and fat tails
Lux, Thomas; Sornette, Didier - In: Journal of money, credit and banking : JMCB 34 (2002) 3,1, pp. 589-610
Persistent link: https://www.econbiz.de/10001698113
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Bubbles and anti-bubbles in Latin-American, Asian and Western stock markets : an empirical study
Johansen, Anders; Sornette, Didier - In: International journal of theoretical and applied finance 4 (2001) 6, pp. 853-920
Persistent link: https://www.econbiz.de/10001632647
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Crashes as critical points
Johansen, Anders; Ledoit, Olivier; Sornette, Didier - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 219-255
Persistent link: https://www.econbiz.de/10001484696
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The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro; Sornette, Didier - In: The review of financial studies 14 (2001) 1, pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
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On rational bubbles and fat tails
Lux, Thomas; Sornette, Didier - 1999
Persistent link: https://www.econbiz.de/10001454330