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Generation-by-generation dissection of the response function in long memory epidemic processes

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  • A. I. Saichev
  • D. Sornette

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  • A. I. Saichev & D. Sornette, 2010. "Generation-by-generation dissection of the response function in long memory epidemic processes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 75(3), pages 343-355, June.
    • Handle: RePEc:spr:eurphb:v:75:y:2010:i:3:p:343-355
    DOI: 10.1140/epjb/e2010-00121-7
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    References listed on IDEAS

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    1. Laurent E. Calvet & Adlai Fisher, 2008. "Multifractal Volatility: Theory, Forecasting and Pricing," Post-Print hal-00671877, HAL.
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    Cited by:

    1. John Fry, 2014. "Bubbles, shocks and elementary technical trading strategies," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(1), pages 1-13, January.
    2. Didier Sornette & Thomas Maillart & Giacomo Ghezzi, 2014. "How Much Is the Whole Really More than the Sum of Its Parts? 1 ⊞ 1 = 2.5: Superlinear Productivity in Collective Group Actions," PLOS ONE, Public Library of Science, vol. 9(8), pages 1-15, August.
    3. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
    4. Pierre Blanc & Jonathan Donier & Jean-Philippe Bouchaud, 2015. "Quadratic Hawkes processes for financial prices," Papers 1509.07710, arXiv.org.
    5. Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
    6. Juan V Escobar & Didier Sornette, 2015. "Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures," PLOS ONE, Public Library of Science, vol. 10(1), pages 1-15, January.
    7. Fry, John, 2012. "Exogenous and endogenous crashes as phase transitions in complex financial systems," MPRA Paper 36202, University Library of Munich, Germany.
    8. Didier Sornette & Yu Zhang, 2024. "Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin," Papers 2401.04702, arXiv.org.

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