On the public citation graph
Local Fluctuations of the Signed Traded Volumes and the Dependencies of Demands: A Copula Analysis
0 signed · 23 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.
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known work and none has been retracted — and get a dated CiteStamped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.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/4-431-28915-1_36openalex-extracted
Emergence of two-phase behavior in markets through interaction and learning in agents with bounded rationality
inferredcites →https://doi.org/10.1016/j.irfa.2009.11.003openalex-extracted
Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market
inferredcites →https://doi.org/10.1016/j.physa.2007.07.053openalex-extracted
Dynamical mechanism of two-phase phenomena in financial markets
inferredcites →https://doi.org/10.1016/j.physa.2013.07.053openalex-extracted
What types of investors generate the two-phase phenomenon?
inferredcites →https://doi.org/10.1038/421130aopenalex-extracted
Two-phase behaviour of financial markets
inferredcites →https://doi.org/10.1080/14697680500397524openalex-extracted
Statistical properties of demand fluctuation in the financial market
inferredcites →https://doi.org/10.1080/14697680500406093openalex-extracted
Two phase behaviour and the distribution of volume
inferredcites →https://doi.org/10.1088/0256-307x/25/6/108openalex-extracted
Note on Two-Phase Phenomena in Financial Markets
inferredcites →https://doi.org/10.1088/1742-5468/2015/01/p01029openalex-extracted
Zooming into market states
inferredcites →https://doi.org/10.1088/1742-5468/2015/08/p08012openalex-extracted
Dependence structure of market states
inferredcites →https://doi.org/10.1093/benz/9780199773787.article.b00140711openalex-extracted
Philippe, Jean-Marc
inferredcites →https://doi.org/10.1103/physreve.65.066126openalex-extracted
Random matrix approach to cross correlations in financial data
inferredcites →https://doi.org/10.1103/physreve.66.026125openalex-extracted
Time-dependent cross-correlations between different stock returns: A directed network of influence
inferredcites →https://doi.org/10.1103/physreve.69.046115openalex-extracted
Two-phase phenomena, minority games, and herding models
inferredcites →https://doi.org/10.1140/epjb/e2016-60818-yopenalex-extracted
Cross-response in correlated financial markets: individual stocks
inferredcites →https://doi.org/10.1140/epjb/e2016-70137-0openalex-extracted
Average cross-responses in correlated financial markets
inferredcites →https://doi.org/10.1142/s0219024915500120openalex-extracted
PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS
inferredcites →https://doi.org/10.1201/b13150openalex-extracted
Multivariate Models and Multivariate Dependence Concepts
inferredcites →https://doi.org/10.1209/0295-5075/105/38004openalex-extracted
Credit risk and the instability of the financial system: An ensemble approach
inferredcites →https://doi.org/10.21314/jor.2016.342openalex-extracted
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-snapshot
Inferring Trade Direction from Intraday Data
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.