233 citations · 658 across the 15 of their papers we have counts for
16 papers
Rejoinder of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard
Aaron Clauset, Ryan Woodard
Rejoinder of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Estimating the historical and future probabilities of large terrorist events
Aaron Clauset, Ryan Woodard
Quantities with right-skewed distributions are ubiquitous in complex social systems, including political conflict, economics and social networks, and these systems sometimes produc…
Detection of Crashes and Rebounds in Major Equity Markets
Wanfeng Yan, Reda Rebib, Ryan Woodard +1
Financial markets are well known for their dramatic dynamics and consequences that affect much of the world's population. Consequently, much research has aimed at understanding, id…
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
Didier Sornette, Ryan Woodard, Wanfeng Yan +1
The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbl…
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
Wanfeng Yan, Ryan Woodard, Didier Sornette
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in standard econometric and financial economic approaches. A large part of the prob…
Leverage Bubble
Wanfeng Yan, Ryan Woodard, Didier Sornette
Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a fin…