14 citations · 40 across the 5 of their papers we have counts for
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cond-mat.stat-mech2004★ 14 cited
Bubble, Critical Zone and the Crash of Royal Ahold
G. Broekstra, D. Sornette, W. -X. Zhou
Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It beca…
cond-mat.stat-mech2000★ 10 cited
"Slimming" of power law tails by increasing market returns
D. Sornette
We introduce a simple generalization of rational bubble models which removes the fundamental problem discovered by [Lux and Sornette, 1999] that the distribution of returns is a po…