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Malevergne, Yannick, Vladilen F. Pisarenko and Didier Sornette, 2005. Empirical Distributions of LogReturns: between the Stretched Exponential and the Power Law? Quantitative Finance 5 (4), 379401.
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Yan, Wanfeng; Reda Rebib; Ryan Woodard; Didier Sornette. 2012. Detection of Crashes and Rebounds in Major Equity Markets, International Journal of Portfolio Analysis & Management (IJPAM) 1(1), 59-79.
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