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.

This list was generated on Tue Feb 17 05:22:20 2026 CET.

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