Predicting critical crashes? A new restriction for the free variables

Physica A: Statistical Mechanics and its Applications

Volumn 320, Issue , 2003, Pages 539-547

  Graf v Bothmer, Hans Christian ^a   Meister, Christian ^b  

^a UNIVERSITÉ DE NICE SOPHIA ANTIPOLIS   (France)

^b ITS   (Netherlands)

Author keywords

Bubbles; Crash; Financial markets; Hazard rate; Log periodicity

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; INVENTORY CONTROL; MARKETING;

STOCK MARKETS;

FINANCE;

EID: 0037445326     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01535-2     Document Type: Article

References (5)

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2. Feigenbaum J.A., Freud P.G.O. Discrete scale invariance in stock markets before crashes. Int. J. Mod. Phys. 10:1996;3737-3745. cond-mat/9509033.
3. Vandewalle N., Boveroux Ph., Minguet A., Ausloos M. The krach of October 1987 seen as a phase transition. amplitude and universality Physica A. 255(1-2):1998;201-210.
4. Johansen A., Ledoit O., Sornette D. Crashes as critical points. Int. J. Theoret. Appl. Finance. 3(2):2000;219-255. cond-mat/9810071.
5. Johansen A., Sornette D. The Nasdaq crash of April 2000. yet another example of log-periodicity in a speculative bubble ending in a crash Eur. Phys. J. B. 17:2000;319-328. cond-mat/0004263.