The following pages link to CRASHES AS CRITICAL POINTS (Q3523555):
Displaying 50 items.
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin (Q500523) (← links)
- 2000-2003 real estate bubble in the UK but not in the USA (Q1409104) (← links)
- Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (Q1414492) (← links)
- Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction (Q1414493) (← links)
- Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation (Q1588864) (← links)
- Oscillatory finite-time singularities in finance, population and rupture (Q1596578) (← links)
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- Spline interpolation techniques applied to the study of geophysical data (Q1618363) (← links)
- Stochastic differential equations applied to the study of geophysical and financial time series (Q1618960) (← links)
- Super-exponential growth expectations and the global financial crisis (Q1657545) (← links)
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- A stable and robust calibration scheme of the log-periodic power law model (Q1673119) (← links)
- Early warning on stock market bubbles via methods of optimization, clustering and inverse problems (Q1703558) (← links)
- Interaction in agent-based economics: a survey on the network approach (Q1782628) (← links)
- Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
- Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
- Local regression type methods applied to the study of geophysics and high frequency financial data (Q1783007) (← links)
- Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets? (Q1788028) (← links)
- Predicting critical crashes? A new restriction for the free variables (Q1859760) (← links)
- Critical market crashes (Q1867905) (← links)
- Characterization of large price variations in financial markets (Q1873951) (← links)
- Stock market crashes and dynamics of aftershocks (Q1928656) (← links)
- Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition (Q2148181) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Comparing nested data sets and objectively determining financial bubbles' inceptions (Q2159130) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES (Q3368589) (← links)
- BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (Q3523606) (← links)
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles (Q4555130) (← links)
- Decision trees unearth return sign predictability in the S&P 500 (Q4619522) (← links)
- A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises) (Q4643605) (← links)
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (Q4646789) (← links)
- Significance of log-periodic signatures in cumulative noise (Q4647283) (← links)
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034) (← links)
- A PRACTICAL ALGORITHM TO DETECT SUPEREXPONENTIAL BEHAVIOR IN FINANCIAL ASSET PRICE RETURNS (Q5048584) (← links)
- An options-pricing approach to election prediction (Q5139254) (← links)
- CHANGE-POINT ANALYSIS OF ASSET PRICE BUBBLES WITH POWER-LAW HAZARD FUNCTION (Q5207487) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
- Inferring fundamental value and crash nonlinearity from bubble calibration (Q5245465) (← links)
- LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES (Q5367500) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) (← links)
- Finite-time singularity in the dynamics of the world population, economic and financial indices (Q5935293) (← links)
- From rational bubbles to crashes (Q5947864) (← links)
- Why topological data analysis detects financial bubbles? (Q6144157) (← links)
- Bubbles, shocks and elementary technical trading strategies (Q6176847) (← links)
- Bayesian log-periodic model for financial crashes (Q6176868) (← links)
- Multivariate bubbles and antibubbles (Q6176908) (← links)
- Dissecting the 2015 Chinese stock market crash (Q6543888) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)
