On the public citation graph

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

https://doi.org/10.1371/journal.pone.0144198
0 signed · 126 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/ijfe.1719openalex-snapshot
An early warning indicator for liquidity shortages in the interbank market
inferredcites →https://doi.org/10.1002/ijfe.197openalex-snapshot
Do indicators of financial crises work? An evaluation of an early warning system
inferredcites →https://doi.org/10.1007/978-3-540-34625-8_12openalex-snapshot
A Minimal Noise Trader Model with Realistic Time Series Properties
inferredcites →https://doi.org/10.1007/978-3-540-34625-8_9openalex-snapshot
A Nonlinear Structural Model for Volatility Clustering
inferredcites →https://doi.org/10.1007/bf00384470openalex-snapshot
A universal law of the characteristic return time near thresholds
inferredcites →https://doi.org/10.1007/s10236-002-0023-6openalex-snapshot
The potential role of spectral properties in detecting thresholds in the Earth system: application to the thermohaline circulation
inferredcites →https://doi.org/10.1007/s10955-006-9263-zopenalex-snapshot
Statistical Mechanics: Entropy, Order Parameters, and Complexity
inferredcites →https://doi.org/10.1007/s12080-013-0194-4openalex-snapshot
Robustness of early warning signals of regime shifts in time-delayed ecological models
inferredcites →https://doi.org/10.1016/0165-1765(94)90065-5openalex-snapshot
A microscopic model of the stock market
inferredcites →https://doi.org/10.1016/0167-2681(90)90061-hopenalex-snapshot
Bulls, bears and market sheep
inferredcites →https://doi.org/10.1016/0167-2789(92)90102-sopenalex-snapshot
Testing for nonlinearity in time series: the method of surrogate data
inferredcites →https://doi.org/10.1016/0304-4068(74)90034-2openalex-snapshot
On the unstable behaviour of stock exchanges
inferredcites →https://doi.org/10.1016/0304-4076(92)90064-xopenalex-snapshot
ARCH modeling in finance
inferredcites →https://doi.org/10.1016/j.ecolmodel.2006.10.005openalex-snapshot
Impact of noise on bistable ecological systems
inferredcites →https://doi.org/10.1016/j.jimonfin.2006.07.007openalex-snapshot
Towards a new early warning system of financial crises
inferredcites →https://doi.org/10.1016/j.physa.2011.07.023openalex-snapshot
Correlation of financial markets in times of crisis
inferredcites →https://doi.org/10.1016/j.physa.2012.04.018openalex-snapshot
On interrelations of recurrences and connectivity trends between stock indices
inferredcites →https://doi.org/10.1016/s0167-2681(02)00065-3openalex-snapshot
The price dynamics of common trading strategies
inferredcites →https://doi.org/10.1016/s1574-0021(05)02024-1openalex-snapshot
Chapter 24 Agent-based Computational Finance
inferredcites →https://doi.org/10.1038/17290openalex-snapshot
Scaling and criticality in a stochastic multi-agent model of a financial market
inferredcites →https://doi.org/10.1038/35098000openalex-snapshot
Catastrophic shifts in ecosystems
inferredcites →https://doi.org/10.1038/376046a0openalex-snapshot
Scaling behaviour in the dynamics of an economic index
inferredcites →https://doi.org/10.1038/451893aopenalex-snapshot
Ecology for bankers
inferredcites →https://doi.org/10.1038/nature03553openalex-snapshot
Distinguishing random environmental fluctuations from ecological catastrophes for the North Pacific Ocean
inferredcites →https://doi.org/10.1038/nature08227openalex-snapshot
Early-warning signals for critical transitions
inferredcites →https://doi.org/10.1038/nature10723openalex-snapshot
Recovery rates reflect distance to a tipping point in a living system
inferredcites →https://doi.org/10.1038/nature11029openalex-snapshot
Erratum: Corrigendum: Recovery rates reflect distance to a tipping point in a living system
inferredcites →https://doi.org/10.1038/nclimate1143openalex-snapshot
Early warning of climate tipping points
inferredcites →https://doi.org/10.1038/srep00888openalex-snapshot
Changes in Cross-Correlations as an Indicator for Systemic Risk
inferredcites →https://doi.org/10.1038/srep01898openalex-snapshot
Information dissipation as an early-warning signal for the Lehman Brothers collapse in financial time series
inferredcites →https://doi.org/10.1038/srep03655openalex-snapshot
Systemic risk and spatiotemporal dynamics of the US housing market
inferredcites →https://doi.org/10.1063/1.1712506openalex-snapshot
Why Stock Markets Crash: Critical Events in Complex Financial Systems
inferredcites →https://doi.org/10.1063/1.4823332openalex-snapshot
Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering
inferredcites →https://doi.org/10.1073/pnas.0802430105openalex-snapshot
Slowing down as an early warning signal for abrupt climate change
inferredcites →https://doi.org/10.1088/0034-4885/70/3/r03openalex-snapshot
Agent-based models of financial markets
inferredcites →https://doi.org/10.1093/icc/11.5.895openalex-snapshot
Market force, ecology and evolution
inferredcites →https://doi.org/10.1093/oso/9780198865247.001.0001openalex-snapshot
Statistical Mechanics: Entropy, Order Parameters, and Complexity
inferredcites →https://doi.org/10.1093/rfs/3.1.77openalex-snapshot
Stock Volatility and the Crash of '87
inferredcites →https://doi.org/10.1098/rspb.2013.0686openalex-snapshot
Early warning signals of stochastic switching
inferredcites →https://doi.org/10.1103/physreve.60.1390openalex-snapshot
Statistical properties of the volatility of price fluctuations
inferredcites →https://doi.org/10.1103/physreve.84.026108openalex-snapshot
Evolution of worldwide stock markets, correlation structure, and correlation-based graphs
inferredcites →https://doi.org/10.1111/j.1461-0248.2005.00877.xopenalex-snapshot
Rising variance: a leading indicator of ecological transition
inferredcites →https://doi.org/10.1111/j.1461-0248.2008.01160.xopenalex-snapshot
Changing skewness: an early warning signal of regime shifts in ecosystems
inferredcites →https://doi.org/10.1111/j.1467-9965.1994.tb00057.xopenalex-snapshot
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
inferredcites →https://doi.org/10.1111/j.1468-0394.2006.00326.xopenalex-snapshot
An early warning system for detection of financial crisis using financial market volatility
inferredcites →https://doi.org/10.1111/j.1540-6261.1980.tb02151.xopenalex-snapshot
On The Dynamic Behavior of Prices in Disequilibrium
inferredcites →https://doi.org/10.1111/meca.12070openalex-snapshot
On the Systemic Fragility of Finance‐Led Growth
inferredcites →https://doi.org/10.1126/science.1203672openalex-snapshot
Early Warnings of Regime Shifts: A Whole-Ecosystem Experiment
inferredcites →https://doi.org/10.1126/science.1219805openalex-snapshot
Generic Indicators for Loss of Resilience Before a Tipping Point Leading to Population Collapse
inferredcites →https://doi.org/10.1126/science.1225244openalex-snapshot
Anticipating Critical Transitions
inferredcites →https://doi.org/10.1140/epjb/e2013-40587-yopenalex-snapshot
Bubbles, shocks and elementary technical trading strategies
inferredcites →https://doi.org/10.1140/epjb/e2014-41038-1openalex-snapshot
Critical slowing down associated with regime shifts in the US housing market
inferredcites →https://doi.org/10.1142/s0219024900000826openalex-snapshot
VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
inferredcites →https://doi.org/10.1257/.41.2.478openalex-snapshot
Forecasting Volatility in Financial Markets: A Review
inferredcites →https://doi.org/10.1257/002205103765762743openalex-snapshot
Forecasting Volatility in Financial Markets: A Review
inferredcites →https://doi.org/10.1371/journal.pone.0041010openalex-snapshot
Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data
inferredcites →https://doi.org/10.1371/journal.pone.0092097openalex-snapshot
Early Warning Signals of Ecological Transitions: Methods for Spatial Patterns
inferredcites →https://doi.org/10.1515/9781400829552openalex-snapshot
Why Stock Markets Crash
inferredcites →https://doi.org/10.17016/ifdp.2000.675openalex-snapshot
Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System
inferredcites →https://doi.org/10.2139/ssrn.2268510openalex-snapshot
Global Liquidity as an Early Warning Indicator of Asset Price Booms: G5 versus Broader Measures
inferredcites →https://doi.org/10.2307/20049989openalex-snapshot
Assessing Financial Vulnerability: An Early Warning System for Emerging Markets
inferredcites →https://doi.org/10.2307/2171879openalex-snapshot
A Rational Route to Randomness
inferredcites →https://doi.org/10.2307/2234554openalex-snapshot
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence.
inferredcites →https://doi.org/10.2307/2235156openalex-snapshot
Herd Behaviour, Bubbles and Crashes
inferredcites →https://doi.org/10.2307/2584373openalex-snapshot
Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.
inferredcites →https://doi.org/10.2469/faj.v45.n4.61openalex-snapshot
New Financial Instruments for Hedge Changes in Volatility
inferredcites →https://doi.org/10.4324/9780429498886openalex-snapshot
Modern Theory Of Critical Phenomena
inferredcites →https://doi.org/10.57938/6704d148-8093-44b0-a0c8-9a7482e93b9copenalex-snapshot
Bifurcation routes to volatility clustering

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2931836openalex-extracted
Topological Data Analysis of Financial Time Series: Landscapes of Crashes
inferred← citeshttps://doi.org/10.2139/ssrn.3035291openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3581869openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3973311openalex-extracted
Abrupt Transition in Stock Prices Among China 's New Energy Vehicle Industry
inferred← citeshttps://doi.org/10.1002/ece3.4170openalex-snapshot
The bacterial community structure and functional profile in the heavy metal contaminated paddy soils, surrounding a nonferrous smelter in South Korea
inferred← citeshttps://doi.org/10.1002/ecy.2722openalex-snapshot
Inferring critical thresholds of ecosystem transitions from spatial data
inferred← citeshttps://doi.org/10.1007/s00181-018-1527-3openalex-snapshot
Critical slowing down as an early warning signal for financial crises?
inferred← citeshttps://doi.org/10.1007/s10614-025-11165-yopenalex-snapshot
Trading Clusters across China’s Growth Enterprise and Science-Technology Innovation Markets: A Neyman–Scott Point Process Framework
inferred← citeshttps://doi.org/10.1007/s11846-023-00689-yopenalex-snapshot
The network econometrics of financial concentration
inferred← citeshttps://doi.org/10.1007/s12038-022-00258-7openalex-snapshot
Identifying critical transitions in complex diseases
inferred← citeshttps://doi.org/10.1007/s42524-026-5377-yopenalex-snapshot
Forecasting early warning signals for abrupt transitions in oil systems: A deep learning-based network and regime switching model
inferred← citeshttps://doi.org/10.1016/j.chaos.2020.109682openalex-snapshot
Fluctuations-induced regime shifts in the Endogenous Credit system with time delay
inferred← citeshttps://doi.org/10.1016/j.ecolind.2017.10.071openalex-snapshot
Spatially heterogeneous stressors can alter the performance of indicators of regime shifts
inferred← citeshttps://doi.org/10.1016/j.ecolind.2017.11.040openalex-snapshot
Implications of being discrete and spatial for detecting early warning signals of regime shifts
inferred← citeshttps://doi.org/10.1016/j.envint.2018.09.007openalex-snapshot
Early warning signals for critical transitions in cardiopulmonary health, related to air pollution in an urban Chinese population
inferred← citeshttps://doi.org/10.1016/j.futures.2020.102624openalex-snapshot
Approaches to disruptive change: The contribution of complexity science to futures studies
inferred← citeshttps://doi.org/10.1016/j.irfa.2026.105252openalex-snapshot
Regime vs. shock: A machine learning approach to the market timing puzzle
inferred← citeshttps://doi.org/10.1016/j.jtbi.2022.111269openalex-snapshot
Exploring the role of the potential surface in the behaviour of early warning signals
inferred← citeshttps://doi.org/10.1016/j.physa.2017.09.028openalex-snapshot
Topological data analysis of financial time series: Landscapes of crashes
inferred← citeshttps://doi.org/10.1016/j.physa.2021.125816openalex-snapshot
Time-Resolved Topological Data Analysis of Market Instabilities
inferred← citeshttps://doi.org/10.1016/j.physa.2021.126459openalex-snapshot
Early warning signals of financial crises using persistent homology
inferred← citeshttps://doi.org/10.1016/j.physa.2022.128240openalex-snapshot
Recurrence measures and transitions in stock market dynamics
inferred← citeshttps://doi.org/10.1016/j.quascirev.2016.09.026openalex-snapshot
Using natural archives to detect climate and environmental tipping points in the Earth System
inferred← citeshttps://doi.org/10.1017/s1748499518000088openalex-snapshot
An analysis of power law distributions and tipping points during the global financial crisis
inferred← citeshttps://doi.org/10.1038/s41598-021-86739-5openalex-snapshot
Using persistent homology as preprocessing of early warning signals for critical transition in flood
inferred← citeshttps://doi.org/10.1063/5.0214733openalex-snapshot
Time-series-analysis-based detection of critical transitions in real-world non-autonomous systems
inferred← citeshttps://doi.org/10.1086/694821openalex-snapshot
Rising Variability, Not Slowing Down, as a Leading Indicator of a Stochastically Driven Abrupt Transition in a Dryland Ecosystem
inferred← citeshttps://doi.org/10.1088/1402-4896/acde20openalex-snapshot
Early warning signals for critical transitions in complex systems
inferred← citeshttps://doi.org/10.1097/tin.0000000000000157openalex-snapshot
Severe Protein Calorie Malnutrition in the Context of Alcoholic Liver Cirrhosis
inferred← citeshttps://doi.org/10.1098/rsos.191450openalex-snapshot
Critical slowing down associated with critical transition and risk of collapse in crypto-currency
inferred← citeshttps://doi.org/10.1101/187799openalex-snapshot
Inferring critical points of ecosystem transitions from spatial data
inferred← citeshttps://doi.org/10.1103/physrevlett.125.134102openalex-snapshot
Testing Critical Slowing Down as a Bifurcation Indicator in a Low-Dissipation Dynamical System
inferred← citeshttps://doi.org/10.1103/physrevresearch.6.033251openalex-snapshot
Anticipating critical transitions in multidimensional systems driven by time- and state-dependent noise
inferred← citeshttps://doi.org/10.1109/access.2020.3036370openalex-snapshot
Detecting Early Warning Signals of Major Financial Crashes in Bitcoin Using Persistent Homology
inferred← citeshttps://doi.org/10.1109/ieem45057.2020.9309855openalex-snapshot
Topological Data Analysis for Identifying Critical Transitions in Cryptocurrency Time Series
inferred← citeshttps://doi.org/10.1115/1.4041963openalex-snapshot
Early Warning Signs of Imminent Thermoacoustic Oscillations Through Critical Slowing Down
inferred← citeshttps://doi.org/10.1140/epjds/s13688-024-00457-2openalex-snapshot
Early warning signals for stock market crashes: empirical and analytical insights utilizing nonlinear methods
inferred← citeshttps://doi.org/10.1140/epjs/s11734-021-00184-zopenalex-snapshot
Finite-size effects, demographic noise, and ecosystem dynamics
inferred← citeshttps://doi.org/10.1177/21677026221103138openalex-snapshot
Anticipating Transitions in Mental Health in At-Risk Youths: A 6-Month Daily Diary Study Into Early-Warning Signals
inferred← citeshttps://doi.org/10.1371/journal.pcbi.1007836openalex-snapshot
Prospects for detecting early warning signals in discrete event sequence data: Application to epidemiological incidence data
inferred← citeshttps://doi.org/10.1371/journal.pone.0165819openalex-snapshot
Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities
inferred← citeshttps://doi.org/10.1371/journal.pone.0170467openalex-snapshot
Multifractality and Network Analysis of Phase Transition
inferred← citeshttps://doi.org/10.1371/journal.pone.0191439openalex-snapshot
How one might miss early warning signals of critical transitions in time series data: A systematic study of two major currency pairs
inferred← citeshttps://doi.org/10.2139/ssrn.6676798openalex-snapshot
VIX as a Thermodynamic Control Parameter: Phase Transitions in Market Dynamics
inferred← citeshttps://doi.org/10.31234/osf.io/59fu4openalex-snapshot
Examining the Research Methods of Early Warning Signals in Clinical Psychology through a Theoretical Lens
inferred← citeshttps://doi.org/10.32657/10356/162348openalex-snapshot
Early warning signals for critical transitions in complex systems
inferred← citeshttps://doi.org/10.32657/10356/72437openalex-snapshot
Engineering regime shifts in urban systems
inferred← citeshttps://doi.org/10.32983/2222-4459-2024-2-184-193openalex-snapshot
The National Phenomenon of Profitability of Banks in the Conditions of Wartime
inferred← citeshttps://doi.org/10.3389/fams.2022.940133openalex-snapshot
Early Warning Signals of Financial Crises Using Persistent Homology and Critical Slowing Down: Evidence From Different Correlation Tests
inferred← citeshttps://doi.org/10.3389/fcimb.2021.665406openalex-snapshot
Prediction of Gut Microbial Community Structure and Function in Polycystic Ovary Syndrome With High Low-Density Lipoprotein Cholesterol
inferred← citeshttps://doi.org/10.3389/fphys.2022.859127openalex-snapshot
Early Warning Signals in Phase Space: Geometric Resilience Loss Indicators From Multiplex Cumulative Recurrence Networks
inferred← citeshttps://doi.org/10.3390/ijerph17176131openalex-snapshot
An Early Warning System for Flood Detection Using Critical Slowing Down
inferred← citeshttps://doi.org/10.3390/jrfm13120301openalex-snapshot
Early Warning Signs of Financial Market Turmoils
inferred← citeshttps://doi.org/10.3790/ccm.52.1.1openalex-snapshot
Applying Complexity Theory to Interest Rates: Evidence of Critical Transitions in The Euro Area
inferred← citeshttps://doi.org/10.3934/qfe.2023019openalex-snapshot
Topological variability in financial markets
inferred← citeshttps://doi.org/10.4236/jmf.2020.104038openalex-snapshot
Topology Data Analysis Using Mean Persistence Landscapes in Financial Crashes
inferred← citeshttps://doi.org/10.48550/arxiv.1806.08386openalex-snapshot
Critical slowing down associated with critical transition and risk of collapse in cryptocurrency
inferred← citeshttps://doi.org/10.6084/m9.figshare.26689307openalex-snapshot
Additional file 1 of Early warning signals for stock market crashes: empirical and analytical insights utilizing nonlinear methods
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.