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Volumn 10, Issue 4, 1999, Pages 563-575

Financial "anti-bubbles": Log-periodicity in gold and nikkei collapses

Author keywords

Bubbles; Crashes; Criticality; Gold; Herding Behavior; Log Periodic Oscillations; Log Periodicity; Nikkei; Scale Invariance; Stock Market

Indexed keywords


EID: 0033422769     PISSN: 01291831     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129183199000437     Document Type: Article
Times cited : (100)

References (25)
  • 4
    • 0000521070 scopus 로고    scopus 로고
    • Crashes as Critical Points
    • to appear in January
    • A. Johansen, O. Ledoit, and D. Sornette, "Crashes as Critical Points", Int. J. Theor. Applied Finance 3(1) (to appear in January 2000) (http://xxx.lanl.gov/abs/cond-mat/9810071).
    • (2000) Int. J. Theor. Applied Finance , vol.3 , Issue.1
    • Johansen, A.1    Ledoit, O.2    Sornette, D.3
  • 9
    • 0000141543 scopus 로고    scopus 로고
    • Modeling the stock market prior to large crashes
    • A. Johansen and D. Sornette, "Modeling the stock market prior to large crashes", Eur. Phys. J. B 9, 167 (1999).
    • (1999) Eur. Phys. J. B , vol.9 , pp. 167
    • Johansen, A.1    Sornette, D.2
  • 11
    • 0002677877 scopus 로고    scopus 로고
    • A. Johansen and D. Sornette, RISK 12 (1), 91 (1999). (http://xxx.lanl.gov/abs/cond-mat/9901035).
    • (1999) RISK , vol.12 , Issue.1 , pp. 91
    • Johansen, A.1    Sornette, D.2
  • 12
    • 0004277199 scopus 로고    scopus 로고
    • Models of artificial foreign exchange markets
    • eds. B. Dubrulle, F. Graner, and D. Sornette EDP Sciences and Springer-Verlag, Berlin
    • B. Chopard and R. Chatagny, "Models of artificial foreign exchange markets", in Scale Invariance and Beyond eds. B. Dubrulle, F. Graner, and D. Sornette (EDP Sciences and Springer-Verlag, Berlin, 1997).
    • (1997) Scale Invariance and Beyond
    • Chopard, B.1    Chatagny, R.2
  • 17
    • 0000448397 scopus 로고    scopus 로고
    • D. Sornette, Phys. Rep. 297, 239 (1998). (Updated text in http://xxx.lanl.gov/abs/ cond-mat/9707012).
    • (1998) Phys. Rep. , vol.297 , pp. 239
    • Sornette, D.1
  • 25
    • 85034537101 scopus 로고    scopus 로고
    • Predicting finanical crashes using discrete scale invariance
    • in press
    • A. Johansen, D. Sornette, and O. Ledoit, "Predicting finanical crashes using discrete scale invariance", J. Risk, in press (http://xxx.lanl.gov/abs/cond-mat/9903321).
    • J. Risk
    • Johansen, A.1    Sornette, D.2    Ledoit, O.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.