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DOI: 10.1016/S0378-4371(98)00433-6
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Generalized persistence probability in a dynamic economic index

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Tsallis statistics in the income distribution of Brazil

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Contemporary Physics 44 (3) 237 (2003)
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Geometric and healing laws in simple stochastic models of fracture in a sputtering process

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DOI: 10.1016/S0378-4371(02)01843-5
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Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction

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DOI: 10.1016/j.physa.2003.09.022
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DOI: 10.1016/S0378-4371(96)00456-6
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DOI: 10.1380/ejssnt.2003.1
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Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market

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DOI: 10.1016/j.irfa.2016.02.008
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Comment on “Are financial crashes predictable?” by L. Laloux, M. Potters, R. Cont, J.-P. Aguilar and J.-P. Bouchaud

A Johansen
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Scaling and memory of intraday volatility return intervals in stock markets

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DOI: 10.1080/15427560.2011.602484
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DOI: 10.1016/j.physa.2013.07.072
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Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask

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DOI: 10.1016/j.physa.2008.12.010
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Another type of log-periodic oscillations on Polish stock market

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DOI: 10.1016/j.physa.2004.06.143
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Tsallis distribution with complex nonextensivity parameter q

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DOI: 10.1016/j.physa.2014.06.044
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DOI: 10.1016/S0378-4371(01)00289-8
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DOI: 10.1016/S0378-4371(02)01535-2
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The growth and morphology of epitaxial multilayer graphene

J Hass, W A de Heer and E H Conrad
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Significance of log-periodic signatures in cumulative noise

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Discrete Dynamics in Nature and Society 2017 1 (2017)
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DOI: 10.1016/j.physa.2009.02.010
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Anisotropic anomalous diffusion modulated by log-periodic oscillations

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Current Log-Periodic View on Future World Market Development

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Booms and Crashes in Self-Similar Markets

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Are financial crashes predictable?

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