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Investment strategies used as spectroscopy of financial markets reveal new stylized facts
Zhou, Wei-xing; Mu, Guo-hua; Chen, Wei; Sornette, Didier - In: Inventi impact: emerging economies (2011) 4, pp. 216-224
Persistent link: https://www.econbiz.de/10010148396
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Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
Jiang, Zhi-Qiang; Zhou, Wei-Xing; Sornette, Didier; … - In: Journal of economic behavior & organization : JEBO 74 (2010) 3, pp. 149-163
Persistent link: https://www.econbiz.de/10008409648
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Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10007635237
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Predictability of large future changes in major financial indices
Sornette, Didier; Zhou, Wei-Xing - In: International journal of forecasting 22 (2006) 1, pp. 153-168
Persistent link: https://www.econbiz.de/10006955676
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Analysis of trade packages in the Chinese stock market
Ren, Fei; Zhou, Wei-Xing - In: Quantitative finance 13 (2013) 7, pp. 1071-1089
Persistent link: https://www.econbiz.de/10010141823
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On Rational Bubbles and Fat Tails
Lux, Thomas; Sornette, Didier - In: Journal of money, credit and banking : JMCB 34 (2002) 3, pp. 589-610
Persistent link: https://www.econbiz.de/10006654209
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PORTFOLIO MANAGEMENT - Higher-Moment Portfolio Theory
Malevepgne, Yannick; Sornette, Didier - In: The journal of portfolio management : a publication of … 31 (2005) 4, pp. 49-55
Persistent link: https://www.econbiz.de/10006545886
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Innovation as a social bubble: The example of the Human Genome Project
Gisler, Monika; Sornette, Didier; Woodard, Ryan - In: Research policy : policy and management studies of … 40 (2011) 10, pp. 1412-1426
Persistent link: https://www.econbiz.de/10009807034
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PERFORMANCE EVALUATION - LOOK-AHEAD BENCHMARK BIAS IN PORTFOLIO PERFORMANCE EVALUATION
Daniel, Gilles; Sornette, Didier; Wohrmann, Peter - In: The journal of portfolio management : a publication of … 36 (2009) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10008332079
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Tail risk: What causes crashes? - Are large market events caused by exogenous shocks or can they occur endogenously? Here, the authors ask this question of large stock market events and conclude endogenous crashes do exist.
Sornette, Didier; Malevergne, Yannick; Muzy, Jean-François - In: Risk : managing risk in the world's financial markets 16 (2003) 2, pp. 67-72
Persistent link: https://www.econbiz.de/10007033743