SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Predicting critical crashes? A new restriction for the free variables · Study

ArticleShelves

ArticlePredicting critical crashes? A new restriction for the free variables

Hans‐Christian Graf von Bothmer2003

OA

Articlegreen2003

Predicting critical crashes? A new restriction for the free variables

Hans‐Christian Graf von Bothmer

81 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Stock Market Forecasting Methods Statistical Mechanics and Entropy

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 81 citations exist upstream.

References

2000CRASHES AS CRITICAL POINTS 1996Stock Market Crashes, Precursors and Replicas 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES 2000The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash 1998The crash of October 1987 seen as a phase transition: amplitude and universality

Cited by

2020Real-time prediction of Bitcoin bubble crashes 2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model 2006A Bayesian analysis of log-periodic precursors to financial crashes 2016LPPLS bubble indicators over two centuries of the S&P 500 index 2016Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities 2011Identification and forecasts of financial bubbles

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDYarticle · 5 shared references 2002Stochastic resonance as a model for financial market crashes and bubblesarticle · 5 shared references 2002Characterization of large price variations in financial marketsarticle · 5 shared references 2005RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.article · 4 shared references 2008Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange marketarticle · 4 shared references 2010Using recurrence plot analysis to distinguish between endogenous and exogenous stock market crashesarticle · 4 shared references

Details

Year2003

Typearticle

Published2003-02-17

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations81

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1016/s0378-4371(02)01535-2

openalex_workW2035936324

Links

Imported from OpenAlex (CC0) — nothing here is generated.