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Characterization of large price variations in financial markets · Study

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ArticleCharacterization of large price variations in financial markets

Anders Sewerin Johansen2002

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Characterization of large price variations in financial markets

Anders Sewerin Johansen

64 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling Statistical Mechanics and Entropy

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References

2000CRASHES AS CRITICAL POINTS 1996Stock Market Crashes, Precursors and Replicas 1999Predicting financial crashes using discrete scale invariance 1997Large financial crashes 2000Stochastic Processes: From Physics to Finance 2001Significance of log-periodic precursors to financial crashes 1996DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES 2001Large stock market price drawdowns are outliers

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Year2002

Typearticle

Published2002-12-30

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations64

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(02)01843-5

openalex_workW3098029648

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