Stock market crashes are outliers

European Physical Journal B

Volumn 1, Issue 2, 1998, Pages 141-143

  Johansen, A ^a   Sornette, D ^b,c  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

01.75.+m Science and society; 02.50. r Probability theory, stochastic processes, and statistics; 89.90.+n Other areas of general interest to physicists

Indexed keywords

FINANCE; PROBABILITY; STATISTICAL METHODS;

PRICE VARIATIONS; STOCK MARKET;

ECONOMIC AND SOCIAL EFFECTS;

EID: 0031634428     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510050163     Document Type: Article

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