Publications by authors named "Jan Jurczyk"

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Measuring critical transitions in financial markets.
Jan Jurczyk, Thorsten Rehberg, Alexander Eckrot, Ingo Morgenstern

Sci Rep· September 2017

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Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model.
Jan Jurczyk, Alexander Eckrot, Ingo Morgenstern

PLoS One· July 2017

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