Critical market crashes (Q1867905): Difference between revisions

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+Didier Sornette
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+cond-mat/0301543
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+Q56094684
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+Q4692372
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+Q4353479
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+Iterated conformal dynamics and Laplacian growth
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+Q4247101
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+Q4230831
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+Q2709403
@@ Property / cites work: Q2709403 / rank @@
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+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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+Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
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+The evolution of emergent computation.
@@ Property / cites work: The evolution of emergent computation. / rank @@
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+Q4524811
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+Q4343010
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+Particles and fields in fluid turbulence
@@ Property / cites work: Particles and fields in fluid turbulence / rank @@
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+A statistical analysis of log-periodic precursors to financial crashes<sup>*</sup>
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+DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
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+Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Oscillatory finite-time singularities in finance, population and rupture
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+CRASHES AS CRITICAL POINTS
@@ Property / cites work: CRASHES AS CRITICAL POINTS / rank @@
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@@ Property / cites work @@
+Finite-time singularity in the dynamics of the world population, economic and financial indices
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+BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
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+Q5585021
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+Q4848559
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+The 1996 Wald memorial lectures. Stochastic models of interacting systems
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Q4236331
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+Crystal Statistics. I. A Two-Dimensional Model with an Order-Disorder Transition
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+SEARCH FOR LOG-PERIODIC OSCILLATIONS IN STOCK MARKET SIMULATIONS
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+Q5289008
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+Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness
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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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+Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools
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+Q4429832
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+A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF  SPECULATIVE FINANCIAL BUBBLES
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+PORTFOLIO THEORY FOR "FAT TAILS"
@@ Property / cites work: PORTFOLIO THEORY FOR "FAT TAILS" / rank @@
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+Endogenous versus exogenous shocks in systems with memory
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+Significance of log-periodic precursors to financial crashes
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+The US 2000‐2002 market descent: How much longer and deeper?
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+Q3150942
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+Bubbles and market crashes
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+NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
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