Stefan Reimann
Identifiers
- name variant Stefan Reimann 0.60 · backfill
Papers (7)
- The class of nonlinear stochastic models as a background for the bursty behavior in financial markets q-fin.ST · 2012 · author #3
- The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document q-fin.ST · 2010 · author #4
- On the effect of multiplicative noise in a supercritical pitchfork bifurcation nlin.CD · 2010 · author #1
- Dynamics on/in financial markets: dynamical decoupling and stylized facts q-fin.CP · 2010 · author #1
- The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations q-fin.ST · 2009 · author #4
- The Process of price formation and the skewness of asset returns physics.soc-ph · 2006 · author #1
- An elementary model of price dynamics in a financial market: Distribution, Multiscaling & Entropy physics.soc-ph · 2006 · author #1
Mentions
Frequent Coauthors
- Didier Sornette 2 shared papers
- Hilary Woodard 2 shared papers
- Maxim Fedorovsky 2 shared papers
- Ryan Woodard 2 shared papers
- Wei-Xing Zhou (The Financial Crisis Observatory) 2 shared papers
- Aleksejus Kononovicius 1 shared papers
- Andreas Tupak 1 shared papers
- Vygintas Gontis 1 shared papers