1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.ST2014★ 1 cited
Empirical symptoms of catastrophic bifurcation transitions on financial markets: A phenomenological approach
M. Kozłowska, T. Gubiec, T. R. Werner +4
The principal aim of this work is the evidence on empirical way that catastrophic bifurcation breakdowns or transitions, proceeded by flickering phenomenon, are present on notoriou…
physics.data-an2010
Super-extreme event's influence on a Weierstrass-Mandelbrot Continuous-Time Random Walk
Tomasz Gubiec, Tomasz R. Werner, Ryszard Kutner +1
Two utmost cases of super-extreme event's influence on the velocity autocorrelation function (VAF) were considered. The VAF itself was derived within the hierarchical Weierstrass-M…