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Dragon-kings: Mechanisms, statistical methods and empirical evidence

Citations

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Cited by:

  1. Glette-Iversen, Ingrid & Aven, Terje, 2021. "On the meaning of and relationship between dragon-kings, black swans and related concepts," Reliability Engineering and System Safety, Elsevier, vol. 211(C).
  2. Jerome L Kreuser & Didier Sornette, 2017. "Super-Exponential RE Bubble Model with Efficient Crashes," Swiss Finance Institute Research Paper Series 17-33, Swiss Finance Institute.
  3. Rebecca Westphal & Didier Sornette, 2020. "How market intervention can prevent bubbles and crashes," Swiss Finance Institute Research Paper Series 20-74, Swiss Finance Institute.
  4. Arnaud Mignan & Laurentiu Danciu & Domenico Giardini, 2018. "Considering large earthquake clustering in seismic risk analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 91(1), pages 149-172, April.
  5. Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019. "The fair reward problem: the illusion of success and how to solve it," Papers 1902.04940, arXiv.org, revised Apr 2019.
  6. Jan-Christian Gerlach & Jerome Kreuser & Didier Sornette, 2020. "Awareness of crash risk improves Kelly strategies in simulated financial time series," Papers 2004.09368, arXiv.org.
  7. Sergey Bredikhin & Jonathan Linton & Thais Matoszko, 2017. "Why and How the Value of Science-Based Firms Violates Financial Theory: Implications for Policy and Governance," Foresight-Russia Форсайт, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», vol. 11(1 (eng)), pages 24-30.
  8. Jacopo Rocchi & Enoch Yan Lok Tsui & David Saad, 2016. "Emerging interdependence between stock values during financial crashes," Papers 1611.02549, arXiv.org.
  9. Timothy Davies, 2015. "Developing resilience to naturally triggered disasters," Environment Systems and Decisions, Springer, vol. 35(2), pages 237-251, June.
  10. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
  11. Medina, José M. & Díaz, José A., 2016. "Extreme reaction times determine fluctuation scaling in human color vision," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 125-132.
  12. Arnaud Mignan & Stefan Wiemer & Domenico Giardini, 2014. "The quantification of low-probability–high-consequences events: part I. A generic multi-risk approach," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 73(3), pages 1999-2022, September.
  13. Masahiro Sugiyama & Hiroshi Deguchi & Arisa Ema & Atsuo Kishimoto & Junichiro Mori & Hideaki Shiroyama & Roland W. Scholz, 2017. "Unintended Side Effects of Digital Transition: Perspectives of Japanese Experts," Sustainability, MDPI, vol. 9(12), pages 1-20, November.
  14. Fry, John & Serbera, Jean-Philippe & Wilson, Rob, 2021. "Managing performance expectations in association football," Journal of Business Research, Elsevier, vol. 135(C), pages 445-453.
  15. Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
  16. Biton, Dionessa C. & Tarun, Anjali B. & Batac, Rene C., 2020. "Comparing spatio-temporal networks of intermittent avalanche events: Experiment, model, and empirical data," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
  17. Filimonov, Vladimir & Sornette, Didier, 2015. "Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns," Chaos, Solitons & Fractals, Elsevier, vol. 74(C), pages 27-45.
  18. Sinha, Amit & Horvath, Philip A. & Beason, Tyler & Roos, Kelly R., 2019. "Simulation of a financial market: The possibility of catastrophic disequilibrium," Chaos, Solitons & Fractals, Elsevier, vol. 125(C), pages 13-16.
  19. Vladimir Filimonov & Didier Sornette, 2014. "Power law scaling and "Dragon-Kings" in distributions of intraday financial drawdowns," Papers 1407.5037, arXiv.org, revised Apr 2015.
  20. Jacopo Rocchi & Enoch Yan Lok Tsui & David Saad, 2017. "Emerging interdependence between stock values during financial crashes," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-15, May.
  21. Phillips, Emir, 2019. "Nassim Taleb heads international banking’s first Grey/Black Swan Committee," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 117-122.
  22. Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019. "The Fair Reward Problem: The Illusion Of Success And How To Solve It," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-52, May.
  23. Faggini, Marisa & Bruno, Bruna & Parziale, Anna, 2019. "Crises in economic complex networks: Black Swans or Dragon Kings?," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 105-115.
  24. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman, 2018. "Optimal threshold for Pareto tail modelling in the presence of outliers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 169-180.
  25. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
  26. Baggio, Rodolfo, 2015. "Looking into the future of complex dynamic systems," MPRA Paper 65549, University Library of Munich, Germany.
  27. S. Z. Stefanov & Paul P. Wang, 2018. "Taming the Dragon-King of a Day-Ahead Smart Grid Blackout," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 11-20, March.
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