| Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic? M Vogl, PG Rötzel Communications in Nonlinear Science and Numerical Simulation 108, 106218, 2022 | 20 | 2022 |
| Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear … M Vogl Chaos, Solitons & Fractals 166, 112884, 2023 | 18 | 2023 |
| Controversy in financial chaos research and nonlinear dynamics: A short literature review M Vogl Chaos, Solitons & Fractals 162, 112444, 2022 | 17 | 2022 |
| Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets M Vogl, PG Rötzel, S Homes Machine Learning with Applications 8, 100302, 2022 | 16 | 2022 |
| Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019) M Vogl SN Business & Economics 2 (12), 183, 2022 | 7 | 2022 |
| Trend Momentum II: Driving Forces of Low Volatility and Momentum W Berghorn, M Vogl, MT Schulz, S Otto International Journal of Financial Research 12 (3, Special Issue), 300-319, 2018 | 4 | 2018 |
| Why do mega-projects fail? Knowledge management as a successful basis for effective flood protection measures - Critical success factors as a guarantee for successful realisation. H Scheffler, M Vogl IFKAD Conference Proceedings, 2022 | 3 | 2022 |
| Chaos Analysis Framework: How to Safely Identify and Quantify Time-Series Dynamics M Vogl Nonlinear Systems-Recent Developments and Advances, 2022 | 2 | 2022 |
| Dynamics of Green and Conventional Bond Markets: Evidence from the Generalized Chaos Analysis M Vogl, M Kojić, P Mitić Physica A: Statistical Mechanics and its Applications Volume 633, 129397, 2024 | 1 | 2024 |
| Chaos Measure Dynamics in a Multifactor Model for Financial Market Predictions M Vogl Communications in Nonlinear Science and Numerical Simmulation 130, 107760, 2023 | 1 | 2023 |
| Decrypting the Triad of Climate Policies, Macroeconomic Interdependencies and Quantitative Modelling: A Literature Review on Quantifying Climate Risks M Vogl, M Kojić, S Schlüter Macroeconomic Interdependencies and Quantitative Modelling: A Literature …, 2023 | | 2023 |
| Nonlinear Dynamics of Islamic Fixed Income Securities: Evidence from Generalized Chaos Analysis Framework M Kojić, M Vogl, P Mitić, A Hanić Available at SSRN 4526013, 2023 | | 2023 |
| Sustainability versus digitalisation in the public water sector: Knowledge-driven insight taken from an evolutionary digitalisation project in a German public hybrid water … M Vogl, H Scheffler IFKAD Conference Proceedings, 2023 | | 2023 |
| Resilienz und Digitalisierung: Neue Wege für einen Wasserverband in Hessen Kinzigtalsperre – klimafeste Trinkwassergewinnung aus einer Hochwasserschutzanlage. H Scheffler, M Vogl Wasserbau und Wasserwirtschaft im'Stresstest'. Dresdner Wasserbauliche …, 2023 | | 2023 |
| Scheinunterschiede: Low Volatility und Momentum W Berghorn, M Schulz, M Vogl Institutional Money, 2018 | | 2018 |
Petar MitićResearch Associate, Institute of Economic Sciences, BelgradeBestätigte E-Mail-Adresse bei ien.bg.ac.rs
