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Didier Sornette (ETH Zurich)

Identifiers

  • name variant Didier Sornette (ETH Zurich) 0.60 · backfill

Papers (11)

  1. Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates q-fin.ST · 2018 · author #3
  2. Is there a housing bubble in China q-fin.RM · 2018 · author #5
  3. Two-state Markov-chain Poisson nature of individual cellphone call statistics physics.soc-ph · 2015 · author #5
  4. Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies q-fin.ST · 2014 · author #4
  5. Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series physics.data-an · 2012 · author #5
  6. Strategies used as spectroscopy of financial markets reveal new stylized facts q-fin.ST · 2011 · author #4
  7. The US stock market leads the Federal funds rate and Treasury bond yields q-fin.ST · 2011 · author #4
  8. "Bubbles in Society": The Example of the United States Apollo Program physics.soc-ph · 2008 · author #2
  9. Nurturing Breakthroughs: Lessons from Complexity Theory physics.soc-ph · 2007 · author #1
  10. Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes q-fin.GN · 2007 · author #2
  11. A case study of speculative financial bubbles in the South African stock market 2003-2006 physics.soc-ph · 2007 · author #2

Mentions

  • 1508.07503 #5 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)
  • 1408.5618 #4 · arxiv_oai · confidence 0.70 Didier Sornette (ETH Zurich)
  • 1408.5618 #4 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)
  • 1208.4158 #5 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)
  • 1104.3616 #4 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)
  • 1102.2138 #4 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)
  • 0806.0273 #2 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)
  • 0706.1839 #1 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)
  • 0704.0589 #2 · backfill · confidence 0.70 Didier Sornette (ETH Zurich)

Frequent Coauthors