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Volumn 3, Issue 3, 2003, Pages

The US 2000-2002 market descent: Clarification

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EID: 0242402750     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/3/604     Document Type: Review
Times cited : (12)

References (17)
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    • Drozdz S, Ruf F, Speth J and Wojcik M 1999 Imprints of log-periodic self-similarity in the stock market Eur. Phys. J. B 10 589-93
    • (1999) Eur. Phys. J. B , vol.10 , pp. 589-593
    • Drozdz, S.1    Ruf, F.2    Speth, J.3    Wojcik, M.4
  • 2
    • 25344446943 scopus 로고    scopus 로고
    • Log-periodic route to fractal functions
    • Gluzman S and Sornette D 2002 Log-periodic route to fractal functions Phys. Rev. E 65 036142
    • (2002) Phys. Rev. E , vol.65 , pp. 036142
    • Gluzman, S.1    Sornette, D.2
  • 4
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    • Characterization of large price variations in financial markets
    • at press
    • Johansen A 2003 Characterization of large price variations in financial markets Physica A at press
    • (2003) Physica A
    • Johansen, A.1
  • 5
    • 0033422769 scopus 로고    scopus 로고
    • Financial 'anti-bubbles': Log-periodicity in Gold and Nikkei collapses
    • Johansen A and Sornette D 1999 Financial 'anti-bubbles': log-periodicity in Gold and Nikkei collapses Int. J. Mod. Phys. C 10 563-75
    • (1999) Int. J. Mod. Phys. C , vol.10 , pp. 563-575
    • Johansen, A.1    Sornette, D.2
  • 6
    • 0000361813 scopus 로고    scopus 로고
    • Bubbles and anti-bubbles in Latin-American, Asian and Western stock markets: An emprical study
    • Johansen A and Sornette D 2000 Bubbles and anti-bubbles in Latin-American, Asian and Western stock markets: an emprical study Int. J. Theor. Appl. Fin. 4 853-920
    • (2000) Int. J. Theor. Appl. Fin. , vol.4 , pp. 853-920
    • Johansen, A.1    Sornette, D.2
  • 7
    • 0034379830 scopus 로고    scopus 로고
    • Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999
    • Johansen A and Sornette D 2000 Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999 Int. J. Mod. Phys. C 11 359-64
    • (2000) Int. J. Mod. Phys. C , vol.11 , pp. 359-364
    • Johansen, A.1    Sornette, D.2
  • 8
    • 0035873141 scopus 로고    scopus 로고
    • Finite-time singularity in the dynamics of the world population and economic indices
    • Johansen A and Sornette D 2001 Finite-time singularity in the dynamics of the world population and economic indices Physica A 294 465-502
    • (2001) Physica A , vol.294 , pp. 465-502
    • Johansen, A.1    Sornette, D.2
  • 10
    • 0002044715 scopus 로고    scopus 로고
    • Predicting financial crashes using discrete scale invariance
    • Johansen A, Sornette D and Ledoit O 1999 Predicting financial crashes using discrete scale invariance J. Risk 1 5-32
    • (1999) J. Risk , vol.1 , pp. 5-32
    • Johansen, A.1    Sornette, D.2    Ledoit, O.3
  • 12
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    • Large financial crashes
    • Sornette D and Johansen A 1997 Large financial crashes Physica A 245 411-22
    • (1997) Physica A , vol.245 , pp. 411-422
    • Sornette, D.1    Johansen, A.2
  • 13
    • 85008829511 scopus 로고    scopus 로고
    • The US 2000-2002 market descent: How much longer and deeper?
    • Sornette D and Zhou W-X 2002 The US 2000-2002 market descent: how much longer and deeper? Quant. Finance 2 468-81
    • (2002) Quant. Finance , vol.2 , pp. 468-481
    • Sornette, D.1    Zhou, W.-X.2
  • 14
    • 0036565865 scopus 로고    scopus 로고
    • Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence
    • Zhou W-X and Sornette D 2002 Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence Physica D 165 94-125
    • (2002) Physica D , vol.165 , pp. 94-125
    • Zhou, W.-X.1    Sornette, D.2
  • 17
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    • New evidence of discrete scale invariance in the energy dissipation of three-dimensional turbulence: Correlation approach and direct spectral detection
    • at press
    • Zhou W-X, Sornette D and Pisarenko V 2003 New evidence of discrete scale invariance in the energy dissipation of three-dimensional turbulence: correlation approach and direct spectral detection Int. J. Modern Phys. C 14 at press
    • (2003) Int. J. Modern Phys. C , vol.14
    • Zhou, W.-X.1    Sornette, D.2    Pisarenko, V.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.