- Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatilityPublication without faculty affiliation
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility2015 | Faculty of Social Sciences
- Can a stochastic cusp catastrophe model explain stock market crashes?2009 | Faculty of Social Sciences
- Fundamental and speculative components of the cryptocurrency pricing dynamics2023 | Publication without faculty affiliation
- Application of CUSP catastrophe theory to U.S. stock market crashes2008 | Faculty of Social Sciences
- Stock market crashes modeling : stochastic cusp catastrophe application2008 | Faculty of Social Sciences
- Cusp catastrophe theory : application to U.S. stock2008 | Faculty of Social Sciences