Pages that link to "Item:Q4646500"
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The following pages link to Significance of log-periodic precursors to financial crashes (Q4646500):
Displayed 23 items.
- 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)
- Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence (Q1597265) (← 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)
- Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
- Discrete scale invariance and its logarithmic extension (Q1864770) (← links)
- Critical market crashes (Q1867905) (← links)
- Characterization of large price variations in financial markets (Q1873951) (← links)
- Econonatology: the physics of the economy in labour (Q1873987) (← links)
- Comparing nested data sets and objectively determining financial bubbles' inceptions (Q2159130) (← links)
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles (Q4555130) (← links)
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (Q4646789) (← links)
- The perception of time, risk and return during periods of speculation (Q4646790) (← links)
- A scale-entropy diffusion equation to explore scale-dependent fractality (Q4647199) (← links)
- Nucleation of market shocks in the Sornette–Ide model* (Q4647243) (← links)
- Significance of log-periodic signatures in cumulative noise (Q4647283) (← links)
- Leverage effect breakdowns and flight from risky assets (Q4683103) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← 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)
- Bayesian log-periodic model for financial crashes (Q6176868) (← links)