| Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates M Garcin Physica A: statistical mechanics and its applications 483, 462-479, 2017 | 65 | 2017 |
| Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics A Ammy-Driss, M Garcin Physica A: statistical mechanics and its applications 609, 128335, 2023 | 41* | 2023 |
| Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets M Garcin, J Klein, S Laaribi Journal of Applied Statistics, 1-21, 2023 | 22 | 2023 |
| Wavelet shrinkage of a noisy dynamical system with non-linear noise impact M Garcin, D Guégan Physica D: nonlinear phenomena 325, 126-145, 2016 | 22* | 2016 |
| Hurst exponents and delampertized fractional Brownian motions M Garcin International journal of theoretical and applied finance 22 (05), 1950024, 2019 | 20 | 2019 |
| Forecasting with fractional Brownian motion: a financial perspective M Garcin Quantitative finance 22 (8), 1495-1512, 2022 | 17 | 2022 |
| Fractal analysis of the multifractality of foreign exchange rates M Garcin Mathematical methods in economics and finance 13 (1), 49-73, 2020 | 16 | 2020 |
| Heart rate asymmetry as a new marker for neonatal stress K Kramarić, M Šapina, M Garcin, K Milas, M Pirić, D Brdarić, G Lukić, ... Biomedical signal processing and control 47, 219-223, 2019 | 15 | 2019 |
| A statistical test of market efficiency based on information theory X Brouty, M Garcin Quantitative finance 23 (6), 1003-1018, 2023 | 13 | 2023 |
| The Hurst exponent of heart rate variability in neonatal stress, based on a mean-reverting fractional Lévy stable motion M Šapina, M Garcin, K Kramarić, K Milas, D Brdarić, M Pirić Fluctuation and noise letters 19 (03), 2050026, 2020 | 12 | 2020 |
| Asymmetric detrended fluctuation analysis in neonatal stress M Šapina, M Kośmider, K Kramarić, M Garcin, PD Adelson, M Pirić, ... Physiological measurement 39 (8), 085006, 2018 | 12 | 2018 |
| Probability density of the empirical wavelet coefficients of a noisy chaos M Garcin, D Guegan Physica D: nonlinear phenomena 276, 28-47, 2014 | 11 | 2014 |
| Extreme values of random or chaotic discretization steps and connected networks M Garcin, D Guegan Applied mathematical sciences 6 (119), 5901-5928, 2012 | 11 | 2012 |
| Long versus short time scales: the rough dilemma and beyond M Garcin, M Grasselli Decisions in economics and finance 45 (1), 257-278, 2022 | 10* | 2022 |
| Non-parametric news impact curve: a variational approach M Garcin, C Goulet Soft computing 24 (18), 13797-13812, 2020 | 10 | 2020 |
| Multi-lag tone–entropy in neonatal stress M Šapina, CK Karmakar, K Kramarić, M Garcin, PD Adelson, K Milas, ... Journal of the royal society interface 15 (146), 20180420, 2018 | 10 | 2018 |
| A multivariate quantile based on Kendall ordering M Garcin, D Guégan, B Hassani Revstat-statistical journal 21 (1), 77-96, 2023 | 8* | 2023 |
| A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework M Garcin Communications in nonlinear science and numerical simulation 114, 106610, 2022 | 7 | 2022 |
| Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis M Garcin arXiv preprint arXiv:2305.13123, 2023 | 4 | 2023 |
| Empirical wavelet coefficients and denoising of chaotic data in the phase space M Garcin Handbook of applications of chaos theory, 201-210, 2016 | 4 | 2016 |
