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Herding behaviour towards high order systematic risks and the contagion effect : evidence from BRICS stock markets
Zhang, Yi, (2024)
Why is equity order flow so persistent?
Tóth, Bence, (2015)
A Markov switching approach to herding
Bohl, Martin T., (2016)
Multifractal Products of Cylindrical Rules
Barral, Julien, (2001)
Large deviations estimates for the multiscale analysis of heart rate variability
Loiseau, Patrick, (2012)
Large deviations for the local fluctuations of random walks
Barral, Julien, (2011)