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Predicting Financial Crashes Using Discrete Scale Invariance · Study

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PreprintPredicting Financial Crashes Using Discrete Scale Invariance

Anders Sewerin Johansen2000

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Predicting Financial Crashes Using Discrete Scale Invariance

Anders Sewerin Johansen · Didier Sornette

84 citations·0/0 files stored·SSRN Electronic Journal

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Complex Systems and Time Series Analysis Theoretical and Computational Physics Statistical Mechanics and Entropy

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References

1979Speculative bubbles, crashes and rational expectations 1999Extreme Value Theory as a Risk Management Tool 1990Speculative Dynamics and the Role of Feedback Traders 1995Anatomy of the trading process empirical evidence on the behavior of institutional traders 1996Stock Market Crashes, Precursors and Replicas 1997Large financial crashes 1990Market Volatility and Investor Behavior 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES

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2002Characterization of large price variations in financial markets 2004Fearless versus fearful speculative financial bubbles 2020INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS

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2001BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDYarticle · 7 shared references 1999Predicting financial crashes using discrete scale invariancearticle · 6 shared references 2002Stochastic resonance as a model for financial market crashes and bubblesarticle · 6 shared references 2002Characterization of large price variations in financial marketsarticle · 5 shared references 2014The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residualsarticle · 4 shared references 2003Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000article · 4 shared references

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Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations84

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.2139/ssrn.212568

openalex_workW1554036007

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