43 citations · 142 across the 7 of their papers we have counts for
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q-fin.ST2016★ 11 cited
Theory of earthquakes interevent times applied to financial markets
Maciej Jagielski, Ryszard Kutner, Didier Sornette
We analyze the probability density function (PDF) of waiting times between financial loss exceedances. The empirical PDFs are fitted with the self-excited Hawkes conditional Poisso…
q-fin.GN2016★ 39 cited
Income and wealth distribution of the richest Norwegian individuals: An inequality analysis
Maciej Jagielski, Kordian Czyżewski, Ryszard Kutner +1
Using the empirical data from the Norwegian tax office, we analyse the wealth and income of the richest individuals in Norway during the period 2010--2013. We find that both annual…