- 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
- Can a stochastic cusp catastrophe model explain stock market crashes?2009 | Faculty of Social Sciences
- 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
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Contagion among Central and Eastern European Stock Markets during the Financial Crisis2013 | Faculty of Social Sciences