Physics – Condensed Matter – Statistical Mechanics
Scientist
Physics
Condensed Matter
Statistical Mechanics
Scientist
A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model
Homogeneous Volatility Bridge Estimators
Most Efficient Homogeneous Volatility Estimators
Quantifying reflexivity in financial markets: towards a prediction of flash crashes
Self-Excited Multifractal Dynamics
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