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Entries of Jurczyk, Jan on the publication server
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Number of items: 2.
2017
Jurczyk, Jan, Rehberg, Thorsten, Eckrot, Alexander and Morgenstern, Ingo
(2017)
Measuring critical transitions in financial markets.
Scientific Reports 7 (1), p. 11564.
2016
Jurczyk, Jan, Eckrot, Alexander and Morgenstern, Ingo
(2016)
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model.
PLoS ONE 11 (6), e0158444.
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