David S. Brée

Testing for financial crashes using the Log Periodic Power Law model

David S. Brée, Nathan Lael Joseph · International Review of Financial Analysis · 2013 · 47 citations · Full text

Business, Economics, Finance +14

Prediction accuracy and sloppiness of log-periodic functions

David S. Brée, Damien Challet, Pier Paolo Peirano · RePEc: Research Papers in Economics · 44 citations

Computing, Mathematics, Forecasting +7

Stochastic volatility and the goodness-of-fit of the Heston model

Gilles Daniel, Nathan Lael Joseph, David S. Brée · Quantitative Finance · 2005 · 25 citations

Business, Economics, Finance +17

Knowledge management

J.F. Schreinemakers, Angéla Barthes, David S. Brée et al. · Data Archiving and Networked Services (DANS) · 1994 · 22 citations

Management, Information Systems, Knowledge Management +9

Prediction Accuracy and Sloppiness of Log-Periodic Functions

David S. Brée, Damien Challet, Pier Paolo Peirano · SSRN Electronic Journal · 2010 · 13 citations · Full text

Computing, Mathematics, Forecasting +7