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Markus Vogl

Observed names: MARKUS VOGL, Vogl, Markus
ORCID: 0000-0001-9416-8864
Observed ORCID: 0000-0001-9416-8864
OpenAlex ID: A5026902637
Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability
2021 · Markus Vogl, Peter Gordon Roetzel · Chaos Solitons & Fractals · 57
Controversy in financial chaos research and nonlinear dynamics: A short literature review
2022 · Markus Vogl · Chaos Solitons & Fractals · 37
Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?
2022 · Markus Vogl, Peter Gordon Rötzel · Communications in Nonlinear Science and Numerical Simulation · 29
Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets
2022 · Markus Vogl, Peter Gordon Rötzel, et al. · Machine Learning with Applications · 27
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Insights, Trends and Frontiers: A Literature Review on Financial and Risk Modelling in the Information Age (2008-2019)
2021 · Markus Vogl, Peter Gordon Roetzel · SN Business & Economics · 22
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Chaos measure dynamics in a multifactor model for financial market predictions
2023 · Markus Vogl · Communications in Nonlinear Science and Numerical Simulation · 21
Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality
2024 · Markus Vogl, Milena Kojić · Physica A Statistical Mechanics and its Applications · 12
Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis
2023 · Markus Vogl, Milena Kojić, et al. · Physica A Statistical Mechanics and its Applications · 11
Decrypting the triad of climate policies, macroeconomic interdependencies and quantitative modelling: A literature review on quantifying climate risks
2025 · Markus Vogl, Milena Kojić, et al. · Regional Science Policy & Practice · 8
Trend Momentum II: Driving Forces of Low Volatility and Momentum
2018 · Wilhelm Berghorn, Markus Vogl, et al. · International Journal of Financial Research · 6
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Chaos Analysis Framework: How to Safely Identify and Quantify Time-Series Dynamics
2022 · Markus Vogl · IntechOpen eBooks · 5
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S.A.R.A.
2014 · Margarita Benitez, Markus Vogl · Proceedings · 4
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Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept
2025 · Markus Vogl, Milena Kojić, et al. · Physica A Statistical Mechanics and its Applications · 3
Dynamics of Green and Conventional Bond Markets: Evidence from the Generalized Chaos Analysis
2023 · Markus Vogl, Milena Kojić, et al. · SSRN Electronic Journal · 2
Digitally fabricated aesthetic enhancements and enrichments
2020 · Margarita Benitez, Markus Vogl · AI & Society · 2
Co-integrated Chaos Measure Dynamics in a Multifactor Model for Financial Market Predictions
2022 · Markus Vogl · SSRN Electronic Journal · 1
Exploring and Predicting the Nonlinear Dynamics of Islamic Fixed-income Securities by Generalized Chaos Analysis and Wavelet Neural Networks
2025 · MARKUS VOGL, MILENA KOJIĆ, et al. · Fractals
Breaking the Enigma – Are Financial Markets Solvable? A State-of-the-art Demonstration of the Empirical Data Generating Process Extraction, Mathematical Modelling and Quantitative Forecasting of Financial Markets Data
2024 · Markus Vogl, Abhishek Sharma, et al. · SSRN Electronic Journal
Dynamics of Green and Conventional Bond Markets: Evidence from the Generalized Chaos Analysis
2023 · Markus Vogl, Milena Kojić, et al. · SSRN Electronic Journal
Versus 0.02 [gridiron] – Super Bowl 50
2017 · Margarita Benitez, Markus Vogl · Sciences du Design
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Appel à articles
2017 · Benitez, Margarita, Vogl, Markus · Sciences du Design
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Circadian Capital
2010 · Margarita Benitez, Markus Vogl · Leonardo
Works count: 22
Citation count: 247
H-index: 8
I10-index: 8
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