An alternative view

Quantitative Finance

Volumn 3, Issue 1, 2003, Pages

  Johansen, Anders ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242570128     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/1/602     Document Type: Conference Paper

References (13)

1. Sornette D and Zhou W 2002 Quantitative Finance 2 468-81 Sornette D and Zhou W 2002 Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 Preprint cond-mat/0212010 Sornette D and Zhou W 2002 Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P 500 index Preprint physics/0301023
2. Sornette D and Zhou W. 2002 Quantitative Finance 2 468-81 Sornette D and Zhou W 2002 Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 Preprint cond-mat/0212010 Sornette D and Zhou W 2002 Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P 500 index Preprint physics/0301023
3. Sornette D and Zhou W 2002 Quantitative Finance 2 468-81 Sornette D and Zhou W 2002 Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 Preprint cond-mat/0212010 Sornette D and Zhou W 2002 Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P 500 index Preprint physics/0301023
4. Johansen A and Sornette D 1999 Eur. Phys. J. B 9 167-74
5. Sornette D, Johansen A and Bouchaud J-P 1996 J. Phys. I. France 6 167-75
6. Johansen A 2003 Characterization of large price variations in financial markets Physica A in press
7. Feigenbaum J A and Freund P G O 1998 Mod. Phys. Lett. B 12 57 Feigenbaum J A and Freund P G O 1996 Int. J. Mod. Phys. B 10 3737
8. Feigenbaum J A and Freund P G O 1998 Mod. Phys. Lett. B 12 57 Feigenbaum J A and Freund P G O 1996 Int. J. Mod. Phys. B 10 3737
9. Sornette D and Johansen A 2001 Quantitative Finance 1 452-71
10. Johansen A and Sornette D 2003 Endogenous versus exogenous crashes in financial markets J. Econ. Dynamics Control submitted
11. Johansen A 2002 Europhys. Lett. 60 809-10 and references therein
12. Johansen A and Sornette D 1999 Int. J. Mod. Phys. 10 563-75 Johansen A and Sornette D 2000 Int. J. Mod. Phys. C11 359-64
13. Johansen A and Sornette D 1999 Int. J. Mod. Phys. 10 563-75 Johansen A and Sornette D 2000 Int. J. Mod. Phys. C 11 359-64