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Predicting critical crashes? A new restriction for the free variables
5 references·6 citing·44 second hop
Predicting critical crashes? A new restriction for the free variables (2003)Predicting critical crashes? A new restri…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…CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSThe crash of October 1987 seen as a phase transition: amplitude and universality (1998)The crash of October 1987 see…Stock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES (1996)DISCRETE SCALE INVARIANCE IN …Real-time prediction of Bitcoin bubble crashes (2020)Real-time prediction of Bitco…LPPLS bubble indicators over two centuries of the S&P 500 index (2016)LPPLS bubble indicators over …Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities (2016)Early Warning Signals of Fina…Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2013)Clarifications to questions a…Identification and forecasts of financial bubbles (2011)Identification and forecasts …A Bayesian analysis of log-periodic precursors to financial crashes (2006)A Bayesian analysis of log-pe…Large financial crashes (1997)New evidence for the power-law distribution of wealth (1997)Wavelet methods in (financial) time-series processing (2001)RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. (2005)Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Market Bubbles and Chrashes (2008)Handbook of the Economics of Finance (2013)Anticipating Economic Market Crises Using Measures of Collective Panic (2015)Does the Stock Market Overreact? (1985)Physical approach to complex systems (2012)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)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)Noise (1986)Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Discrete hierarchical organization of social group sizes (2005)Analysis of Financial Risk Early Warning Systems of High-Tech Enterprises under Big Data Framework (2022)Manias, Panics, and Crashes: A History of Financial Crises (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Bubbles, shocks and elementary technical trading strategies (2014)Financial Bubbles: Mechanisms and Diagnostics (2014)BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Crafting performance-based cryptocurrency mining strategies using a hybrid analytics approach (2020)Ethereum synchronicity, upside volatility and Bitcoin crash risk (2021)The great crypto crash in September 2018: why did the cryptocurrency market collapse? (2023)A Monetary History of the United States, 1867-1960 (1964)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (2018)On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach (2019)Explosive behavior in the Chinese stock market: A sectoral analysis (2023)Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)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)BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (2001)Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (2002)
this work references cited by second hop

References

  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 1996Stock Market Crashes, Precursors and Replicas403 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
  • 1998The crash of October 1987 seen as a phase transition: amplitude and universality115 cited

Cited by

  • 2020Real-time prediction of Bitcoin bubble crashes78 cited
  • 2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model75 cited
  • 2006A Bayesian analysis of log-periodic precursors to financial crashes70 cited
  • 2016LPPLS bubble indicators over two centuries of the S&P 500 index59 cited
  • 2016Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities51 cited
  • 2011Identification and forecasts of financial bubbles16 cited

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