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Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes
7 references·0 citing·27 second hop
Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashes (2010)Using recurrence plot analysis to disting…Recurrence quantification analysis of global stock markets (2010)Recurrence quantification ana…The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash (2000)The Nasdaq crash of April 200…FINANCIAL "ANTI-BUBBLES": LOG-PERIODICITY IN GOLD AND NIKKEI COLLAPSES (1999)FINANCIAL "ANTI-BUBBLES": LOG…The crash of October 1987 seen as a phase transition: amplitude and universality (1998)The crash of October 1987 see…How the financial crash of October 1997 could have been predicted (1998)How the financial crash of Oc…Stock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES (1996)DISCRETE SCALE INVARIANCE IN …Speculative Prices and Popular Models (1990)CRASHES AS CRITICAL POINTS (2000)Market force, ecology and evolution (2002)Oscillatory finite-time singularities in finance, population and rupture (2002)Shocks, Crashes and Bubbles in Financial Markets (2010)Herding in financial markets: a review of the literature (2013)Large financial crashes (1997)New evidence for the power-law distribution of wealth (1997)Wavelet methods in (financial) time-series processing (2001)Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices (2010)Mean reversion in stock prices (1988)Permanent and Temporary Components of Stock Prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Taking advantage of Ramadan and January in Muslim countries (2018)Examining financial and business cycle interaction using cross recurrence plot analysis (2022)Positive Feedbacks in the Economy (1990)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)Predicting financial crashes using discrete scale invariance (1999)Critical market crashes (2003)Applications of statistical physics to economic and financial topics (1999)BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (2001)RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. (2005)Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity (2000)Statistical physics in foreign exchange currency and stock markets (2000)Significance of Log-Periodic Precursors to Financial Crashes (2001)Predicting critical crashes? A new restriction for the free variables (2003)
this work references cited by second hop

References

  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES198 cited
  • 1999FINANCIAL "ANTI-BUBBLES": LOG-PERIODICITY IN GOLD AND NIKKEI COLLAPSES142 cited
  • 1998How the financial crash of October 1997 could have been predicted126 cited
  • 2000The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash124 cited
  • 1998The crash of October 1987 seen as a phase transition: amplitude and universality115 cited
  • 2010Recurrence quantification analysis of global stock markets89 cited

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