Quantifying reflexivity in financial markets: Toward a prediction of flash crashes

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 85, Issue 5, 2012, Pages

  Filimonov, Vladimir ^a   Sornette, Didier ^a,b  

^a ETH ZURICH   (Switzerland)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

CHICAGO; CRITICAL STATE; ENDOGENEITY; EXTERNAL DRIVING; FEEDBACK PROCESS; FINANCIAL MARKET; FUTURES CONTRACT; NUCLEAR PLANT; PRICE CHANGES;

COMMERCE; CRITICAL CURRENT DENSITY (SUPERCONDUCTIVITY);

FINANCE;

EID: 84861932279     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.85.056108     Document Type: Article

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