SZodixStudyAcademic Library

Shelves Open access

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

Stock market crashes are outliers · Study

ArticleShelves

ArticleStock market crashes are outliers

Anders Sewerin Johansen1998

OA

Articlegreen1998

Stock market crashes are outliers

Anders Sewerin Johansen · Didier Sornette

141 citations·0/0 files stored·The European Physical Journal B

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 Financial Markets and Investment Strategies 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 — 141 citations exist upstream.

References

2000CRASHES AS CRITICAL POINTS 1998Fractals and Scaling in Finance: Discontinuity, Concentration, Risk 1997A prototype model of stock exchange 1998Fractals and scaling in finance: Discontinuity, concentration, risk 1997Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet''

Cited by

2010Shocks, Crashes and Bubbles in Financial Markets 2009Dragon-Kings, Black Swans and the Prediction of Crises 2001BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY 2011How to grow a bubble: A model of myopic adapting agents 2008A case study of speculative financial bubbles in the South African stock market 2003–2006 2000Predicting Financial Crashes Using Discrete Scale Invariance 2019Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018 2006Endogenous versus Exogenous Origins of Crises

Related works

Explore the map →

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

2007Continuous cascade models for asset returnsarticle · 3 shared references 2001Inhomogeneous scaling behaviors in Malaysian foreign currency exchange ratesarticle · 3 shared references 2012Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time seriesarticle · 2 shared references 2000Scaling and correlation in financial time seriesarticle · 2 shared references 1999Physicists attempt to scale the ivory towers of financearticle · 2 shared references 2019Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripplearticle · 2 shared references

Details

Year1998

Typearticle

Published1998-02-01

VenueThe European Physical Journal B

ISSN-L1434-6028

Languageen

Citations141

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1007/s100510050163

openalex_workW2093532369

Links

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