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~person:"Illing, Gerhard"
~person:"Krishnamurthy, Arvind"
~person:"Sornette, Didier"
~type_genre:"Article in journal"
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Illing, Gerhard
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45
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35
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31
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ECONIS (ZBW)
41
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1
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
2
Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier
;
Cauwels, Peter
;
Smilyanov, Georgi
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 1-105
Persistent link: https://www.econbiz.de/10012137897
Saved in:
3
Inefficient bubbles and efficient drawdowns in financial markets
Schatz, Michael
;
Sornette, Didier
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-56
Persistent link: https://www.econbiz.de/10012496907
Saved in:
4
A macroeconomic framework for quantifying systemic risk
He, Zhiguo
;
Krishnamurthy, Arvind
- In:
American economic journal : a journal of the American …
11
(
2019
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012139735
Saved in:
5
An asset-based framework of credit creation (applied to the global financial crisis)
Becke, Susanne von der
;
Sornette, Didier
- In:
Accounting, Economics, and Law : AEL ; a convivium
9
(
2019
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012064788
Saved in:
6
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
7
A simple mechanism for financial bubbles : time-varying momentum horizon
Lin, Li
;
Schatz, Michael
;
Sornette, Didier
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10012194733
Saved in:
8
Super-exponential RE bubble model with efficient crashes
Kreuser, Jerome
;
Sornette, Didier
- In:
The European journal of finance
25
(
2019
)
4
,
pp. 338-368
Persistent link: https://www.econbiz.de/10012206978
Saved in:
9
Credit booms, debt overhang and secular stagnation
Illing, Gerhard
;
Ono, Yoshiyasu
;
Schlegl, Matthias
- In:
European economic review : EER
108
(
2018
),
pp. 78-104
Persistent link: https://www.econbiz.de/10012128461
Saved in:
10
Intermediary asset pricing and the financial crisis
He, Zhiguo
;
Krishnamurthy, Arvind
- In:
Annual review of financial economics
10
(
2018
),
pp. 173-197
Persistent link: https://www.econbiz.de/10011959794
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