Booms and crashes in self-similar markets

Modern Physics Letters B

Volumn 12, Issue 14-15, 1998, Pages 575-587

  Gluzman, S ^a   Yukalov, V I ^b  

^a UNIVERSITY OF BRASILIA   (Brazil)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000207370     PISSN: 02179849     EISSN: None     Source Type: Journal    
DOI: 10.1142/s0217984998000688     Document Type: Article

References (20)

1. S. Ma, Modern Theory of Critical Phenomena (Benjamin, London, 1976).
2. D. Sornette, A. Johansen and J. P. Bouchaud, J. Phys. I France 6, 167 (1996).
3. D. Sornette and A. Johansen, Physica A245, 411 (1997).
4. M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maasa, M. E. Salinger and H. E. Stanley, Nature 379, 804 (1996).
5. R. N. Mantegna and H. E. Stanley, Nature 383, 587 (1996).
6. S. Gluzman and V. I. Yukalov, Mod. Phys. Lett. B12, 61 (1998).
7. S. Gluzman and V. I. Yukalov, Mod. Phys. Lett. B12, 75 (1998).
8. V. I. Yukalov, Physica A167, 833 (1990).
9. V. I. Yukalov, J. Math. Phys. 32, 1235 (1991).
10. V. I. Yukalov, J. Math. Phys. 33, 3994 (1992).
11. V. I. Yukalov and E. P. Yukalova, Physica A206, 553 (1994).
12. V. I. Yukalov and E. P. Yukalova, Physica A225, 336 (1996).
13. V. I. Yukalov and S. Gluzman, Phys. Rev. Lett. 79, 333 (1997).
14. S. Gluzman and V. I. Yukalov, Phys. Rev. E55, 3983 (1997).
15. V. I. Yukalov and S. Gluzman, Phys. Rev. E55, 6552 (1997).
16. V. I. Yukalov, Phys. Rep. 208, 395 (1991).
17. R. G. Palmer, W. B. Arthur, J. H. Holland, L. LeBaron and P. Tayler, Physica D75, 264 (1994).
18. P. Bak, M. Pazuski and M. Shubik, Physica A246, 430 (1997).
19. D. B. Smith, Japan Since 1945 (Macmillan, London, 1995).
20. B. J. Rosser, From Catastrophe to Chaos: A General Theory of Economic Discontinuities (Kluwer, Boston, 1991).