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Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities
16 references·1 citing·47 second hop
Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities (2016)Early Warning Signals of Financial Crises…A stable and robust calibration scheme of the log-periodic power law model (2013)A stable and robust calibrati…Crisis Economics: A Crash Course in the Future of Finance (2010)Crisis Economics: A Crash Cou…Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles (2010)Bubble diagnosis and predicti…Why Stock Markets Crash (2009)Why Stock Markets CrashThe 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)The 2006–2008 oil bubble: Evi…Predictability of large future changes in major financial indices (2005)Predictability of large futur…Discrete hierarchical organization of social group sizes (2005)Discrete hierarchical organiz…Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…Multifractality in Asset Returns: Theory and Evidence (2002)Multifractality in Asset Retu…Multifractal random walk (2001)Multifractal random walkCRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSPredicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …”Direct” causal cascade in the stock market (1998)”Direct” causal cascade in th…Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet'' (1997)Causal cascade in the stock m…Stock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…Noise (1986)NoiseAnalysis of Financial Risk Early Warning Systems of High-Tech Enterprises under Big Data Framework (2022)Analysis of Financial Risk Ea…Corporate Conservatism and Relative Compensation (1995)Negative bubbles and shocks in cryptocurrency markets (2016)Social physics (2022)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Empirical properties of asset returns: stylized facts and statistical issues (2001)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal analysis of financial markets: a review (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)The Volatility of Realized Volatility (2008)Positive Feedbacks in the Economy (1990)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)Large financial crashes (1997)Critical market crashes (2003)Neocortex size as a constraint on group size in primates (1992)Coevolution of neocortical size, group size and language in humans (1993)The social brain hypothesis (1998)Social complexity as a proximate and ultimate factor in communicative complexity (2012)Cultural group selection plays an essential role in explaining human cooperation: A sketch of the evidence (2014)The “online brain”: how the Internet may be changing our cognition (2019)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)A Random Walk Down Wall Street (1973)Manias, Panics, and Crashes: A History of Financial Crises (1979)Global Education Review (2002)The politics of attention: how government prioritizes problems (2006)The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Continuous Auctions and Insider Trading (1985)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)This Time Is Different (2009)Reading About the Financial Crisis: A 21-Book Review (2011)Rising inequality as a cause of the present crisis (2013)
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References

  • 1986Noise1,826 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 2005Discrete hierarchical organization of social group sizes574 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 2010Crisis Economics: A Crash Course in the Future of Finance515 cited
  • 2001Multifractal random walk456 cited
  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 2002Multifractality in Asset Returns: Theory and Evidence384 cited
  • 2009Why Stock Markets Crash322 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 1998”Direct” causal cascade in the stock market239 cited
  • 2009The 2006–2008 oil bubble: Evidence of speculation, and prediction230 cited
  • 2010Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles221 cited
  • 2013A stable and robust calibration scheme of the log-periodic power law model170 cited
  • 2005Predictability of large future changes in major financial indices148 cited
  • 1997Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet''

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  • 2022Analysis of Financial Risk Early Warning Systems of High-Tech Enterprises under Big Data Framework10 cited