Bak, P., Tang, C. & Weisenfeld, K. (1988). Self organised criticality. Physical Review A, 38(1), 364–374.
Clauset, A., Shalizi, C.R. & Newman, L.E.J. (2009). Power law distributions in empirical data. SIAM Review, 51(4), 661–703.
Dakos, V., Scheffer, M., van Nes, E., Brovkin, V., Petoukhov, V. & Held, H. (2008). Slowing down as an early warning signal for abrupt climate change. Proceedings of the National Academy of Sciences of the United States of America, 105(38), 14308–14312.
Dakos, V., Scheffer, M., van Nes, E., Brovkin, V., Petoukhov, V. & Held, H. (2009). Slowing down as an early warning signal for abrupt climate change. Proceedings of the National Academy of Sciences of the United States of America, 105(36), 14308–14312.
de Pinho, F. & dos Santos, T. (2013). Volatility of the European stock market indices during the global financial crisis – a new proposal of stochastic volatility. Journal of Statistical and Econometric Methods, 2(2), 107–126.
Evans, J., Womersley, R., Wong, D. & Woodbury, G. (2008). Operational risks in banks. The Finsia Journal of Applied Finance, 2008(2), 9–116.
Fernholz, R.T. (2017). Nonparametric methods and local-time-based estimation for dynamic power law distributions. Journal of Applied Economics, 32, 1244–1260.
Gabaix, X. (2016). Power laws in economics: an introduction. Journal of Economic Perspectives, 30(1), 185–206.
Ganegoda, A. & Evans, J. (2012). A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS). Annals of Actuarial Science, 7, 61–100.
Gatfaoui, H., Nagot, I. & Peretti, P.D. (2017). Are critical slowing down indicators useful to detect financial crises? In M. Billio, L. Pelizzon & R. Savona (Eds.),
Systemic Risk Tomography: Signals, Measurement and Transmission Channels
(pp. 73–94). Iste Press – Elsevier, London and Oxford.
Guttal, V., Raghavendra, S., Goel, N. & Hoarau, Q. (2016). Financial meltdowns are not critical transitions, yet rising variability could signal systemic risk. PLoS ONE, 11(1), e0144198.
Haldane, A. & May, R. (2011). Systemic risk in banking ecosystems. Nature, 469, 351–355.
Holling, C.S. (1973). Resilience and stability of ecological systems. Annual Review of Ecology and Systematic, 4, 1–23.
Hommes, C. & Wagener, F. (2009). Complex evolutionary systems in behavioral finance. In T. Hens & K.R. Schenk-Hoppé (Eds.), The Handbook of Financial Markets: Dynamics and Evolution (pp. 217–265). Elsevier, Inc, North-Holland.
Kleinen, T., Held, H. & Petschel-Held, G. (2003). The potential role of spectral properties in detecting thresholds in the earth system: application to the thermohaline circulation. Ocean Dynamics, 53(2), 53–63.
Li, Y., Allan, N. & Evans, J. (2017
a). A nonlinear analysis of operational risks in Australian banks. Journal of Operational Risk, 12(1), 1–22.
Li, Y., Allan, N. & Evans, J. (2017
b). An analysis of operational risk events in US and European Banks 2008–2014. Annals of Actuarial Science, 11(2), 315–342.
Lucas, A., Klaassen, P., Spreij, P. & Straetmans, P. (2001). An analytical approach to credit risk of large corporate bond and loan portfolios. Journal of Banking and Finance, 25, 1635–1664.
Lui, R., Chen, P., Aihara, K. & Chen, L. (2015). Identifying early warning signals of critical transitions with strong noise by dynamic network markers. Nature Scientific Reports, 5, 17501.
Merton, Robert C., Billio, M., Getmansky, M., Gray, D., Lo, A.W. & Pelizzon, L. (2013). On a new approach for analyzing and managing macrofinancial risks (corrected October 2013). Financial Analysts Journal, 69(2), 22–33.
Mitleton-Kelly, E. (2003). Ten Principles of Complexity & Enabling Infrastructures. Elsevier, IMD, Lausanne, Switzerland.
Scheffer, M. (2001). Catastrophic shifts in ecosystems. Nature, 413, 591–596.
Scheffer, M., Bascompte, J., Brock, W., Brovkin, V., Capenter, S., Dakos, V., Held, H., Nes, E., Rietkerk, M. & Sugihara, G. (2009). Early-warning signals for critical transitions. Nature, 461, 53–59.
Stumpf, M. & Porter, M. (2012). Critical truths about power laws. Science, 335, 665–666.
Takayasu, M., Watanabe, T. & Takayasu, H. (2010). Econophysics Approaches to Large Scale Business Data and Financial Crisis. Proceedings of the Tokyo Tech-Hitotsubashi Interdisciplinary Conferencez+APFA7. Springer, Tokyo/Dordrecht/Heidelberg/London/New York.