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D. Sornette (CNRS

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Papers (6)

  1. Volatility fingerprints of large shocks: Endogeneous versus exogeneous cond-mat.stat-mech · 2002 · author #1
  2. Diffusion of Earthquake Aftershock Epicenters, Omori's Law and Generalized Continuous-Time Random Walk Models cond-mat.stat-mech · 2002 · author #2
  3. Investigating Extreme Dependences: Concepts and Tools cond-mat.stat-mech · 2002 · author #3
  4. Tail Dependence of Factor Models cond-mat.stat-mech · 2002 · author #3
  5. Fractal Plate Tectonics cond-mat.stat-mech · 2002 · author #1
  6. Market Fluctuations: multiplicative and percolation models, size effects and predictions cond-mat.stat-mech · 1999 · author #1

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