Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P500 index: Explanation of the hierarchy of five crashes and prediction

Physica A: Statistical Mechanics and its Applications

Volumn 330, Issue 3-4, 2003, Pages 584-604

  Zhou, Wei Xing ^a   Sornette, Didier ^a,b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

Anti bubble; Econophysics; Endogenous and exogenous crashes; Herding and imitative behavior; Prediction; Singularity; Weierstrass type function

Indexed keywords

APPROXIMATION THEORY; FINANCE; INVENTORY CONTROL; STATISTICAL METHODS;

PRICE INDEX; STOCK MARKET;

INDUSTRIAL ECONOMICS;

EID: 0242522929     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.09.022     Document Type: Article

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