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SELF-SIMILAR LOG-PERIODIC STRUCTURES IN WESTERN STOCK MARKETS FROM 2000
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SELF-SIMILAR LOG-PERIODIC STRUCTURES IN WESTERN STOCK MARKETS FROM 2000 (2005)SELF-SIMILAR LOG-PERIODIC STRUCTURES IN W…Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction (2003)Renormalization group analysi…Log-periodic self-similarity: an emerging financial law? (2003)Log-periodic self-similarity:…Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (2003)Evidence of a worldwide stock…STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE (2002)STATISTICAL SIGNIFICANCE OF P…Towards identifying the world stock market cross-correlations: DAX versus Dow Jones (2001)Towards identifying the world…A statistical analysis of log-periodic precursors to financial crashes* (2001)A statistical analysis of log…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…Predicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …Imprints of log-periodic self-similarity in the stock market (1999)Imprints of log-periodic self…Are financial crashes predictable? (1999)Are financial crashes predict…Large financial crashes (1997)Large financial crashesStock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES (1996)DISCRETE SCALE INVARIANCE IN …CRASHES AS CRITICAL POINTS (2000)Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Cross-correlation and the predictability of financial return series (2010)LPPLS bubble indicators over two centuries of the S&P 500 index (2016)On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (2018)Efficient Capital Markets: II (1991)Scaling behaviour in the dynamics of an economic index (1995)Finite-time singularity in the dynamics of the world population, economic and financial indices (2001)Is there a real-estate bubble in the US? (2005)The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)The Economy as an Evolving Complex System II (2018)Portfolio Selection: Efficient Diversification of Investments (1959)Modern Portfolio Theory and Investment Analysis. (1982)Noise Dressing of Financial Correlation Matrices (1999)Evolution of correlation structure of industrial indices of U.S. equity markets (2013)Dynamic Evolution of Cross-Correlations in the Chinese Stock Market (2014)Correlation structure and dynamics of international real estate securities markets: A network perspective (2015)Irrational Exuberance (2000)Inefficient Markets: An Introduction to Behavioral Finance (2002)Analysis of the effects of the global financial crisis on the Turkish economy, using hierarchical methods (2011)Positive Feedbacks in the Economy (1990)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)Critical market crashes (2003)Lectures on Macroeconomics. (1990)Predicting Economic Market Crises Using Measures of Collective Panic (2011)Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2013)Bubbles, shocks and elementary technical trading strategies (2014)Speculative bubbles, crashes and rational expectations (1979)ARCH modeling in finance (1992)Dragon-Kings, Black Swans and the Prediction of Crises (2009)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)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)Financial multifractality and its subtleties: an example of DAX (2002)BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (2001)Predicting critical crashes? A new restriction for the free variables (2003)RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. (2005)
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References

  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 1997Large financial crashes277 cited
  • 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES198 cited
  • 2000The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash124 cited
  • 2001A statistical analysis of log-periodic precursors to financial crashes*78 cited
  • 2001Towards identifying the world stock market cross-correlations: DAX versus Dow Jones77 cited
  • 2003Evidence of a worldwide stock market log-periodic anti-bubble since mid-200074 cited
  • 1999Imprints of log-periodic self-similarity in the stock market68 cited
  • 2003Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction64 cited
  • 1999Are financial crashes predictable?63 cited
  • 2002STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE59 cited
  • 2003Log-periodic self-similarity: an emerging financial law?52 cited

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