- A crisis in the view of the catastrophe theory2002 | Faculty of Arts
- Application of CUSP catastrophe theory to U.S. stock market crashes2008 | Faculty of Social Sciences
- Cusp catastrophe theory : application to U.S. stock2008 | Faculty of Social Sciences
- Estimating Stochastic Cusp Model Using Transition Density +12010 | Faculty of Mathematics and Physics
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility2015 | Faculty of Social Sciences
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatilityPublication without faculty affiliation
- Stock market crashes modeling : stochastic cusp catastrophe application2008 | Faculty of Social Sciences
- Can a stochastic cusp catastrophe model explain stock market crashes?2009 | Faculty of Social Sciences