SCOPUS 정보 검색 플랫폼

International Journal of Modern Physics C

Volumn 13, Issue 2, 2002, Pages 171-187

A nonlinear super-exponential rational model of speculative financial bubbles

(2) Sornette, D a,b Andersen, J V a

a UNIVERSITÉ CÔTE D'AZUR (France)

b UNIVERSITY OF CALIFORNIA (United States)

Author keywords

Crashes; Jump processes; Nonlinearity; Rational bubbles

Indexed keywords

EID: 0036011491 PISSN: 01291831 EISSN: None Source Type: Journal
DOI: 10.1142/S0129183102003085 Document Type: Article

Times cited : (87)

References (63)

1
- 0003984973
- Addison-Wesley, New York
- (1988) The Economy as an Evolving Complex System
- Anderson, P.W.¹ Arrow, K.J.² Pines, D.³

2
- 4243929674
- Predictability of catastrophic events: Material rupture, earthquakes, turbulence, financial crashes and human birth
- in press
- (2001) Proc. Nat. Acad. Sci. USA
- Sornette, D.¹

3
- 21844500336
- (1994) Int. J. Bifurcation and Chaos , vol.4 , pp. 693
- Sornette, D.¹ Ferré, F.² Papiernik, E.³

4
- 0032710320
- (1999) Pure Appl. Geophys , vol.155 , pp. 279
- Jaume, S.C.¹ Sykes, L.R.²

5
- 1642331083
- in press
- (2001) Proc. Nat. Acad. Sci. USA
- Sammis, S.G.¹ Sornette, D.²

6
- 0010036519
- (1987) Center for Economic Policy Res. , vol.111 , pp. 1
- Arthur, W.B.¹

7
- 0002044715
- (1999) J. Risk , vol.1 , pp. 5
- Johansen, A.¹ Sornette, D.² Ledoit, O.³

8
- 0001190979
- (2000) Int. J. Theor. Appl. Fin. , vol.3 , pp. 479
- Pandey, R.B.¹ Stauffer, D.²

9
- 4243677364
- Oscillatory finite-time singularities in finance, population and rupture
- Physica A
- Ide, K.¹ Sornette, D.²

12
- 85008770620
- (2001) Quantitative Finance , vol.1 , Issue.4 , pp. 452
- Sornette, D.¹ Johansen, A.²

13
- 84890656542
- Princeton University Press, Princeton, NJ
- (1997) The Econometrics of Financial Markets
- Campbell, J.Y.¹ Lo, A.W.² MacKinlay, A.C.³

14
- 0041059062
- (1993) J. Empirical Finance , vol.1 , pp. 83
- Ding, Z.¹ Granger, C.W.J.² Engle, R.³

15
- 0001504360
- (1963) J. Business , vol.36 , pp. 392
- Mandelbrot, B.B.¹

16
- 0344963710
- ed. F. van der Ploeg (Blackwell, Oxford)
- (1994) The Handbook of International Macroeconomics
- De Vries, C.G.¹

17
- 8344223565
- (1995) Nature , vol.376 , pp. 46
- Mantegna, R.N.¹ Stanley, H.E.²

18
- 0003422469
- Springer, New York
- (1997) Fractals and Scaling in Finance: Discontinuity, Concentration, Risk
- Mandelbrot, B.B.¹

19
- 85008780973
- (2001) Quantitative Finance , vol.1 , pp. 131
- Muzy, J.-F.¹ Sornette, D.² Delour, J.³ Arneodo, A.⁴

20
- 0031640235
- (1998) Eur. Phys. J. B , vol.4 , pp. 387
- Roehner, B.M.¹ Sornette, D.²

21
- 0033192192
- (1999) J. Economic Dyn. Control , vol.23 , pp. 1487
- LeBaron, B.¹ Arthur, W.B.² Palmer, R.³

22
- 0003720771
- preprint available at adap-org/9812005
- (1998) Market force, ecology and evolution
- Farmer, J.D.¹

23
- 0033340688
- (1999) Information Syst. , vol.24 , pp. 495
- Rachlevsky-Reich, B.¹

24
- 84884450248
- (2001) Quantitative Finance , vol.1 , pp. 149
- Hommes, C.H.¹

25
- 0000444193
- (2000) J. Economic Dyn. Control , vol.24 , Issue.5-7 , pp. 679
- LeBaron, B.¹

26
- 0031333279
- (1997) Physica A , vol.246 , pp. 407
- Challet, D.¹ Zhang, Y.-C.²

27
- 0002762378
- ed. M. Taylor, Macmillan
- (1991) Money and Financial Markets
- Kirman, A.¹

28
- 0000015564
- (1995) Economic J. , vol.105 , pp. 881
- Lux, T.¹

29
- 0033545290
- (1999) Nature , vol.397 , pp. 498
- Lux, T.¹ Marchesi, M.²

30
- 0002782828
- (1998) Comput. Economics , vol.12 , pp. 97
- Youssefmir, M.¹ Huberman, B.A.² Hogg, T.³

31
- 0031998088
- (1998) Physica A , vol.250 , pp. 231
- Sato, A.H.¹ Takayasu, H.²

32
- 0004218901
- Teubner, Stuttgart-Leipzig
- (1999) Evolution, Money, War and Computers
- De Oliveira, S.M.¹ De Oliveira, P.M.C.² Stauffer, D.³

33
- 0004052344
- Academic Press, San Diego
- (2000) The Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena
- Levy, M.¹ Levy, H.² Solomon, S.³

34
- 0001753311
- (2000) J. Economic Dyn. Control , vol.24 , pp. 799
- Gaunersdorfer, A.¹

35
- 84883990520
- published by Department of Economics, Management and Accounting, Marietta College
- (1992) Newsletter , vol.1 , pp. 1-5
- Gillette, D.¹ DelMas, R.²

36
- 0010001768
- (1996) J. Economic Literature , vol.34 , pp. 1950
- Smith, V.L.¹

37
- 0004262285
- Princeton University Press, Princeton, NJ
- (1993) Experimental Economics
- Davis, D.¹ Holt, C.²

38
- 0003993927
- Princeton University Press, Princeton, NJ
- (1995) Handbook of Experimental Economics
- Kagel, J.¹ Roth, A.²

39
- 0000349075
- (1988) Econometrica , vol.56 , pp. 1085
- Plott, C.R.¹ Sunder, S.²

40
- 0000305657
- (1982) Econometrica , vol.50 , pp. 537
- Forsythe, R.¹ Palfrey, T.R.² Plott, C.R.³

41
- 38949166334
- (1979) Economics Lett. , vol.3 , pp. 387
- Blanchard, O.J.¹

42
- 0039651426
- ed. P. Wachtel (Lexington Books, Lexington)
- (1982) Crisis in Economic and Financial Structure: Bubbles, Bursts, and Shocks
- Blanchard, O.J.¹ Watson, M.W.²

43
- 84993912261
- (1989) J. Economic Surveys , vol.3 , pp. 3
- Camerer, C.¹

44
- 0001165446
- (1992) Oxford Economic Papers , vol.44 , pp. 626
- Adam, M.C.¹ Szafarz, A.²

45
- 0000945847
- (1991) American Economic Rev. , vol.81 , pp. 922
- Evans, G.W.¹

46
- 0000831552
- (1987) J. Money, Credit and Banking , vol.19 , pp. 499
- Woo, W.T.¹

47
- 0010040926
- On rational bubbles and fat tails
- in press in the; e-print at cond-mat/9910141
- J. Money, Credit and Banking
- Lux, T.¹ Sornette, D.²

48
- 0003433397
- Blackwell, Cambridge
- (1990) Continuous-Time Finance
- Merton, R.C.¹

49
- 49249142814
- (1979) J. Financial Economics , vol.7 , pp. 229
- Cox, J.C.¹ Ross, S.A.² Rubinstein, M.³

50
- 34248474317
- (1976) J. Financial Economics , vol.3 , pp. 125
- Merton, R.C.¹

51
- 0000521070
- (2000) Int. J. Theor. Appl. Fin. , vol.3 , pp. 219
- Johansen, A.¹ Ledoit, O.² Sornette, D.³

52
- 0003006751
- (1989) J. Portfolio Management , vol.16 , pp. 45
- Kim, G.-R.¹ Markowitz, H.M.²

53
- 0004179594
- Princeton University Press, Princeton, NJ
- (2000) Irrational Exuberance
- Shiller, R.J.¹

54
- 0025677813
- (1990) American Economic Rev. , vol.80 , pp. 465
- Scharfstein, D.S.¹ Stein, J.C.²

55
- 0000741932
- (1995) American Economic Rev. , vol.85 , pp. 1088
- Grinblatt, M.¹ Titman, S.² Wermers, R.³

56
- 0010040599
- (1991) Rev. Financial Studies , vol.7 , pp. 97
- Trueman, B.¹

57
- 0001015501
- (1998) J. Economic Perspectives , vol.12 , pp. 151
- Bikhchandani, S.¹ Hirshleifer, D.² Welch, I.³

58
- 0002465202
- (1995) Financial Analysts J. , pp. 55
- Hsieh, D.A.¹

59
- 0001794717
- (1998) Appl. Math. Finance , vol.5 , pp. 45
- Sircar, R.¹ Papanicolaou, G.²

60
- 4243256291
- working paper
- (2001) Rational models of nonlinear bubbles and crashes
- Andersen, J.¹ Sornette, D.²

61
- 0003527126
- Springer, Heidelberg
- (2000) Critical Phenomena in Natural Sciences, Springer Series in Synergetics
- Sornette, D.¹

62
- 0031635063
- (1998) Eur. Phys. J. B , vol.3 , pp. 139
- Gopikrishnan, P.¹ Meyer, M.² Amaral, L.A.N.³ Stanley, H.E.⁴

63
- 0002822266
- (2000) Phys. Rep. , vol.335 , pp. 19
- Sornette, D.¹ Simonetti, P.² Andersen, J.V.³

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.