Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Persistence probabilities of the German DAX and Shanghai Index

F. Ren, B. Zheng, H. Lin, L.Y. Wen and S. Trimper
Physica A: Statistical Mechanics and its Applications 350 (2-4) 439 (2005)
https://doi.org/10.1016/j.physa.2004.11.054

Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets

Didier Sornette and Wei-Xing Zhou
SSRN Electronic Journal (2005)
https://doi.org/10.2139/ssrn.692302

SELF-SIMILAR LOG-PERIODIC STRUCTURES IN WESTERN STOCK MARKETS FROM 2000

M. BARTOLOZZI, S. DROŻDŻ, D. B. LEINWEBER, J. SPETH and A. W. THOMAS
International Journal of Modern Physics C 16 (09) 1347 (2005)
https://doi.org/10.1142/S0129183105007972

Bubble, critical zone and the crash of Royal Ahold

Gerrit Broekstra, Didier Sornette and Wei-Xing Zhou
Physica A: Statistical Mechanics and its Applications 346 (3-4) 529 (2005)
https://doi.org/10.1016/j.physa.2004.08.021

RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.

A. FABRETTI and M. AUSLOOS
International Journal of Modern Physics C 16 (05) 671 (2005)
https://doi.org/10.1142/S0129183105007492

The Complex Dynamics of Economic Interaction

Fabrizio Lillo and Rosario N. Mantegna
Lecture Notes in Economics and Mathematical Systems, The Complex Dynamics of Economic Interaction 531 143 (2004)
https://doi.org/10.1007/978-3-642-17045-4_7

Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market

Didier Sornette and Wei-Xing Zhou
Physica A: Statistical Mechanics and its Applications 332 412 (2004)
https://doi.org/10.1016/j.physa.2003.10.010

Antibubble and prediction of China's stock market and real-estate

Wei-Xing Zhou and Didier Sornette
Physica A: Statistical Mechanics and its Applications 337 (1-2) 243 (2004)
https://doi.org/10.1016/j.physa.2004.01.051

A generalized dynamic herding model with feed-back interactions

B. Zheng, F. Ren, S. Trimper and D.F. Zheng
Physica A: Statistical Mechanics and its Applications 343 653 (2004)
https://doi.org/10.1016/j.physa.2004.06.135

Another type of log-periodic oscillations on Polish stock market

Piotr Gnaciński and Danuta Makowiec
Physica A: Statistical Mechanics and its Applications 344 (1-2) 322 (2004)
https://doi.org/10.1016/j.physa.2004.06.143

Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000

Wei-Xing Zhou and Didier Sornette
Physica A: Statistical Mechanics and its Applications 330 (3-4) 543 (2003)
https://doi.org/10.1016/j.physa.2002.12.001

Stochastic resonance as a model for financial market crashes and bubbles

A. Krawiecki and J.A. Hołyst
Physica A: Statistical Mechanics and its Applications 317 (3-4) 597 (2003)
https://doi.org/10.1016/S0378-4371(02)01375-4

Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction

Wei-Xing Zhou and Didier Sornette
Physica A: Statistical Mechanics and its Applications 330 (3-4) 584 (2003)
https://doi.org/10.1016/j.physa.2003.09.022

Log-periodic oscillations and noise-free stochastic multiresonance due to self-similarity of fractals

A Krawiecki, K Kacperski, S Matyjaśkiewicz and J.A Hołyst
Chaos, Solitons & Fractals 18 (1) 89 (2003)
https://doi.org/10.1016/S0960-0779(02)00602-1

Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market

Didier Sornette and Wei-Xing Zhou
SSRN Electronic Journal (2003)
https://doi.org/10.2139/ssrn.418320

Heterogenous Agents, Interactions and Economic Performance

T. Kaizoji
Lecture Notes in Economics and Mathematical Systems, Heterogenous Agents, Interactions and Economic Performance 521 245 (2003)
https://doi.org/10.1007/978-3-642-55651-7_15

NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES

WEI-XING ZHOU and DIDIER SORNETTE
International Journal of Modern Physics C 14 (08) 1107 (2003)
https://doi.org/10.1142/S0129183103005212

Predicting critical crashes? A new restriction for the free variables

Hans-Christian Graf v. Bothmer and Christian Meister
Physica A: Statistical Mechanics and its Applications 320 539 (2003)
https://doi.org/10.1016/S0378-4371(02)01535-2

Reactions of 6H-SiC(0001) 3×3 surfaces with oxygen molecules at high temperature

Yoshiyuki Hisada, Yoshihito Mitsuoka, Shinichi Mukainakano, Tomohiro Aoyama and Ayahiko Ichimiya
e-Journal of Surface Science and Nanotechnology 1 1 (2003)
https://doi.org/10.1380/ejssnt.2003.1

Log-periodic self-similarity: an emerging financial law?

S. Drożdż, F. Grümmer, F. Ruf and J. Speth
Physica A: Statistical Mechanics and its Applications 324 (1-2) 174 (2003)
https://doi.org/10.1016/S0378-4371(02)01848-4

Multifractal Hurst analysis of crude oil prices

Jose Alvarez-Ramirez, Myriam Cisneros, Carlos Ibarra-Valdez and Angel Soriano
Physica A: Statistical Mechanics and its Applications 313 (3-4) 651 (2002)
https://doi.org/10.1016/S0378-4371(02)00985-8

Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos

A Corcos, J-P Eckmann, A Malaspinas, Y Malevergne and D Sornette
Quantitative Finance 2 (4) 264 (2002)
https://doi.org/10.1088/1469-7688/2/4/303

Comment on “Are financial crashes predictable?” by L. Laloux, M. Potters, R. Cont, J.-P. Aguilar and J.-P. Bouchaud

A Johansen
Europhysics Letters (EPL) 60 (5) 809 (2002)
https://doi.org/10.1209/epl/i2002-00381-x

Characteristic time scales in the American dollar–Mexican peso exchange currency market

Jose Alvarez-Ramirez
Physica A: Statistical Mechanics and its Applications 309 (1-2) 157 (2002)
https://doi.org/10.1016/S0378-4371(02)00600-3

Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions

Boris Podobnik, Kaushik Matia, Alessandro Chessa, et al.
Physica A: Statistical Mechanics and its Applications 300 (1-2) 300 (2001)
https://doi.org/10.1016/S0378-4371(01)00390-9

Quantifying the dynamics of financial correlations

S. Drożdż, J. Kwapień, F. Grümmer, F. Ruf and J. Speth
Physica A: Statistical Mechanics and its Applications 299 (1-2) 144 (2001)
https://doi.org/10.1016/S0378-4371(01)00289-8

BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY

ANDERS JOHANSEN and DIDIER SORNETTE
International Journal of Theoretical and Applied Finance 04 (06) 853 (2001)
https://doi.org/10.1142/S0219024901001218

Econophysics: financial time series from a statistical physics point of view

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow, Luis A.N. Amaral and H.Eugene Stanley
Physica A: Statistical Mechanics and its Applications 279 (1-4) 443 (2000)
https://doi.org/10.1016/S0378-4371(00)00010-8

Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity

Taisei Kaizoji
Physica A: Statistical Mechanics and its Applications 287 (3-4) 493 (2000)
https://doi.org/10.1016/S0378-4371(00)00388-5

Noise, Oscillators and Algebraic Randomness

Marcel Ausloos, Nicolas Vandewalle and Kristinka Ivanova
Lecture Notes in Physics, Noise, Oscillators and Algebraic Randomness 550 156 (2000)
https://doi.org/10.1007/3-540-45463-2_8

Econophysics: Can physicists contribute to the science of economics?

H.E Stanley, L.A.N Amaral, D Canning, P Gopikrishnan, Y Lee and Y Liu
Physica A: Statistical Mechanics and its Applications 269 (1) 156 (1999)
https://doi.org/10.1016/S0378-4371(99)00185-5

Evolution, Money, War, and Computers

Suzana Moss de Oliveira, Paulo Murilo C. de Oliveira and Dietrich Stauffer
TEUBNER-TEXTE zur Physik, Evolution, Money, War, and Computers 34 135 (1999)
https://doi.org/10.1007/978-3-322-91009-7_8

Scaling Laws for the Market Microstructure of the Interdealer Broker Markets

David A. Eliezer and Ian I. Kogan
SSRN Electronic Journal (1999)
https://doi.org/10.2139/ssrn.147135

Applications of statistical physics to economic and financial topics

M. Ausloos, N. Vandewalle, Ph. Boveroux, A. Minguet and K. Ivanova
Physica A: Statistical Mechanics and its Applications 274 (1-2) 229 (1999)
https://doi.org/10.1016/S0378-4371(99)00307-6

Statistical analysis of 5 s index data of the Budapest Stock Exchange

Imre M Jánosi, Balázs Janecskó and Imre Kondor
Physica A: Statistical Mechanics and its Applications 269 (1) 111 (1999)
https://doi.org/10.1016/S0378-4371(99)00085-0

Scaling of the distribution of fluctuations of financial market indices

Parameswaran Gopikrishnan, Vasiliki Plerou, Luís Nunes Amaral, Martin Meyer and H. Stanley
Physical Review E 60 (5) 5305 (1999)
https://doi.org/10.1103/PhysRevE.60.5305

Fine structure and complex exponents in power-law distributions from random maps

Per Jögi, Didier Sornette and Michael Blank
Physical Review E 57 (1) 120 (1998)
https://doi.org/10.1103/PhysRevE.57.120

The crash of October 1987 seen as a phase transition: amplitude and universality

N. Vandewalle, Ph. Boveroux, A. Minguet and M. Ausloos
Physica A: Statistical Mechanics and its Applications 255 (1-2) 201 (1998)
https://doi.org/10.1016/S0378-4371(98)00115-0

Interaction of C60 with the (3×3) and (√3×√3) surfaces of 6H-SiC(0001): Adsorption, decomposition, and SiC growth

L. Li, Y. Hasegawa, H. Shinohara and T. Sakurai
Journal of Vacuum Science & Technology B: Microelectronics and Nanometer Structures Processing, Measurement, and Phenomena 15 (4) 1300 (1997)
https://doi.org/10.1116/1.589453

Scaling behavior in economics: The problem of quantifying company growth

Luís A Nunes Amaral, Sergey V Buldyrev, Shlomo Havlin, Philipp Maass, Michael A Salinger, H Eugene Stanley and Michael H.R Stanley
Physica A: Statistical Mechanics and its Applications 244 (1-4) 1 (1997)
https://doi.org/10.1016/S0378-4371(97)00301-4

Volatility distribution in the S&P500 stock index

Pierre Cizeau, Yanhui Liu, Martin Meyer, C.-K. Peng and H. Eugene Stanley
Physica A: Statistical Mechanics and its Applications 245 (3-4) 441 (1997)
https://doi.org/10.1016/S0378-4371(97)00417-2

Geometric and healing laws in simple stochastic models of fracture in a sputtering process

R. D'hulst, N. Vandewalle and M. Ausloos
Physical Review E 55 (1) 189 (1997)
https://doi.org/10.1103/PhysRevE.55.189