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Cites work
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Cited in
(12)- scientific article; zbMATH DE number 2067992 (Why is no real title available?)
- Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
- Growth cycles and market crashes
- Estimating jump intensity and detecting jump instants in the context of p derivatives
- The simplest rational greater-fool bubble model
- Equilibrium theory of stock market crashes
- Can a stochastic cusp catastrophe model explain stock market crashes?
- Stock market participation and endogenous boom-bust dynamics
- A microscopic model of the stock market: cycles, booms, and crashes
- Boom and bust phenomena in electricity market
- Detecting instants of jumps and estimating their intensity in the context of \(p\) derivatives with continuous or discrete data
- Large Bets and Stock Market Crashes
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