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Significance of Log-Periodic Precursors to Financial Crashes · Study

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PreprintSignificance of Log-Periodic Precursors to Financial Crashes

Anders Sewerin Johansen2001

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Significance of Log-Periodic Precursors to Financial Crashes

Anders Sewerin Johansen · Didier Sornette

144 citations·0/0 files stored·SSRN Electronic Journal

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

1997The variation of certain speculative prices 1995Scaling behaviour in the dynamics of an economic index 1982Bubbles, Rational Expectations and Financial Markets 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices 1998Inverse cubic law for the distribution of stock price variations 2000CRASHES AS CRITICAL POINTS 1996Stock Market Crashes, Precursors and Replicas 1999Predicting financial crashes using discrete scale invariance

Cited by

2009Dragon-Kings, Black Swans and the Prediction of Crises 20032000-2003 Real Estate Bubble in the UK but not in the USA 2011Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask 2008A case study of speculative financial bubbles in the South African stock market 2003–2006 2014The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals 2006Endogenous versus Exogenous Origins of Crises

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Details

Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations144

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.2139/ssrn.274968

openalex_workW2170290199

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2004Antibubble and prediction of China's stock market and real-estate

2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model