Generation-by-generation dissection of the response function in long memory epidemic processes
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DOI: 10.1140/epjb/e2010-00121-7
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- Laurent E. Calvet & Adlai Fisher, 2008. "Multifractal Volatility: Theory, Forecasting and Pricing," Post-Print hal-00671877, HAL.
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- Juan V Escobar & Didier Sornette, 2015. "Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures," PLOS ONE, Public Library of Science, vol. 10(1), pages 1-15, January.
- Fry, John, 2012. "Exogenous and endogenous crashes as phase transitions in complex financial systems," MPRA Paper 36202, University Library of Munich, Germany.
- Didier Sornette & Yu Zhang, 2024. "Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin," Papers 2401.04702, arXiv.org.
- John Fry, 2014.
"Bubbles, shocks and elementary technical trading strategies,"
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- Fry, John, 2013. "Bubbles, shocks and elementary technical trading strategies," MPRA Paper 47052, University Library of Munich, Germany.
- Didier Sornette & Thomas Maillart & Giacomo Ghezzi, 2014. "How Much Is the Whole Really More than the Sum of Its Parts? 1 ⊞ 1 = 2.5: Superlinear Productivity in Collective Group Actions," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-15, August.
- 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.
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