Nicolas Bercot

European Physical Journal B : Condensed Matter Physics · 2013

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Nicolas Bercot trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Emmanuel Bacry

Who trusts Nicolas Bercot overall

  1. Thibault Jaisson
  2. Mathieu Rosenbaum
  3. Emmanuel Bacry

Papers from Nicolas Bercot's perspective

Ordered by how strongly the researchers Nicolas Bercot trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Hawkes branching point processes without ancestors (Journal of Applied Probability)
  2. The New Paradigm for Financial Markets: The Credit Crisis of 2008 and What It Means
  3. Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
  4. The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading (Journal of Portfolio Management)
  5. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
  6. Stochastic Declustering of Space-Time Earthquake Occurrences
  7. Estimating value-at-risk: a point process approach
  8. Statistical theory of the continuous double auction
  9. Self-Exciting Point Process Modeling of Crime
  10. Multivariate Hawkes processes: an application to financial data (Journal of Applied Probability)

Their papers