SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Significance of Log-Periodic Precursors to Financial Crashes
14 references·16 citing·44 second hop
Significance of Log-Periodic Precursors to Financial Crashes (2001)Significance of Log-Periodic Precursors t…CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSPredicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…The variation of certain speculative prices (1997)The variation of certain spec…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 …The Handbook of International Macroeconomics. (1995)The Handbook of International…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…Stylized Facts of Nominal Exchange Rate Returns (1994)Stylized Facts of Nominal Exc…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…BUBBLES AND FADS IN ASSET PRICES (1989)BUBBLES AND FADS IN ASSET PRI…Some Evidence of Speculative Bubbles in the Foreign Exchange Markets (1987)Some Evidence of Speculative …Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets (2021)Explainable AI (XAI) Models A…Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles (2018)Can we use volatility to diag…Birth or burst of financial bubbles: which one is easier to diagnose? (2016)Birth or burst of financial b…The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals (2014)The volatility-confined LPPL …Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2013)Clarifications to questions a…Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask (2011)Everything you always wanted …Exuberant Innovation: The Human Genome Project (2010)Exuberant Innovation: The Hum…Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis (2009)Financial Bubbles, Real Estat…Dragon-Kings, Black Swans and the Prediction of Crises (2009)Dragon-Kings, Black Swans and…A case study of speculative financial bubbles in the South African stock market 2003–2006 (2008)A case study of speculative f…Endogenous versus Exogenous Origins of Crises (2006)Endogenous versus Exogenous O…Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method (2005)Non-parametric determination …Antibubble and prediction of China's stock market and real-estate (2004)Antibubble and prediction of …Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (2003)Evidence of a worldwide stock…2000-2003 Real Estate Bubble in the UK but not in the USA (2003)2000-2003 Real Estate Bubble …Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (2002)Imitation and contrarian beha…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Ants, Rationality, and Recruitment (1993)Efficient market hypothesis and forecasting (2003)Dating the timeline of financial bubbles during the subprime crisis (2011)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Significance of log-periodic precursors to financial crashes (2001)Evolutionary dynamics in markets with many trader types (2004)Commodity Booms and Busts (2010)Théorie de la spéculation (1900)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Power Laws in Economics and Finance (2009)The monetary dynamics of hyperinflation (1956)Stock Prices and Social Dynamics (1984)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Efficient Capital Markets: II (1991)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Does the Stock Market Overreact? (1985)Discrete hierarchical organization of social group sizes (2005)Physical approach to complex systems (2012)Negative bubbles and shocks in cryptocurrency markets (2016)Positive Feedbacks in the Economy (1990)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)Critical market crashes (2003)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)Scaling of the distribution of price fluctuations of individual companies (1999)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Multifractal analysis of financial markets: a review (2019)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
this work references cited by second hop

References

  • 1997The variation of certain speculative prices4,468 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices685 cited
  • 1998Inverse cubic law for the distribution of stock price variations590 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 1989BUBBLES AND FADS IN ASSET PRICES294 cited
  • 1997Large financial crashes277 cited
  • 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES198 cited
  • 1995The Handbook of International Macroeconomics.146 cited
  • 1994Stylized Facts of Nominal Exchange Rate Returns110 cited
  • 1987Some Evidence of Speculative Bubbles in the Foreign Exchange Markets61 cited

Cited by

  • 2009Dragon-Kings, Black Swans and the Prediction of Crises113 cited
  • 20032000-2003 Real Estate Bubble in the UK but not in the USA

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

103 cited
  • 2011Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask100 cited
  • 2008A case study of speculative financial bubbles in the South African stock market 2003–200688 cited
  • 2014The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals87 cited
  • 2004Antibubble and prediction of China's stock market and real-estate79 cited
  • 2006Endogenous versus Exogenous Origins of Crises79 cited
  • 2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model75 cited
  • 2002Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos75 cited
  • 2003Evidence of a worldwide stock market log-periodic anti-bubble since mid-200074 cited
  • 2005Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method73 cited
  • 2021Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets55 cited
  • 2018Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles53 cited
  • 2009Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis45 cited
  • 2016Birth or burst of financial bubbles: which one is easier to diagnose?34 cited
  • 2010Exuberant Innovation: The Human Genome Project12 cited