pith. sign in

Univ. Nice

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Papers (8)

  1. Fearless versus Fearful Speculative Financial Bubbles cond-mat.stat-mech · 2003 · author #2
  2. Volatility fingerprints of large shocks: Endogeneous versus exogeneous cond-mat.stat-mech · 2002 · author #2
  3. Diffusion of Earthquake Aftershock Epicenters, Omori's Law and Generalized Continuous-Time Random Walk Models cond-mat.stat-mech · 2002 · author #3
  4. Investigating Extreme Dependences: Concepts and Tools cond-mat.stat-mech · 2002 · author #4
  5. Tail Dependence of Factor Models cond-mat.stat-mech · 2002 · author #4
  6. Fractal Plate Tectonics cond-mat.stat-mech · 2002 · author #2
  7. Market Fluctuations: multiplicative and percolation models, size effects and predictions cond-mat.stat-mech · 1999 · author #2
  8. Data-Adaptive Wavelets and Multi-Scale Singular Spectrum Analysis chao-dyn · 1998 · author #8

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