Testing the stability of the 2000 US stock market "antibubble"

Physica A: Statistical Mechanics and its Applications

Volumn 348, Issue , 2005, Pages 428-452

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

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c INSTITUT NON LINÉAIRE DE NICE   (France)

Author keywords

Antibubble; Econophysics; Hypothesis test; Log periodic power law; Prediction

Indexed keywords

ANTIBUBBLES; ECONOPHYSICS; HYPOTHESIS TESTS; LOG-PERIODIC POWER LAW; PREDICTIONICAL SYSTEMS;

ECONOMICS; FORECASTING; MARKETING; OSCILLATIONS; PARAMETER ESTIMATION; PROFESSIONAL ASPECTS; PURCHASING; RISKS;

INVENTORY CONTROL;

EID: 11444265954     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.09.032     Document Type: Article

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