Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (Q1414492): Difference between revisions

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+W2091103026
@@ Property / OpenAlex ID: W2091103026 / rank @@
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+cond-mat/0212010
@@ Property / arXiv ID: cond-mat/0212010 / rank @@
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@@ Property / cites work @@
+From rational bubbles to crashes
@@ Property / cites work: From rational bubbles to crashes / rank @@
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+Sunspots and incomplete financial markets: The general case
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+Q4429832
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+CRASHES AS CRITICAL POINTS
@@ Property / cites work: CRASHES AS CRITICAL POINTS / rank @@
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+Significance of log-periodic precursors to financial crashes
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+A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF  SPECULATIVE FINANCIAL BUBBLES
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+Oscillatory finite-time singularities in finance, population and rupture
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+THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES
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+BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
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+The US 2000‐2002 market descent: How much longer and deeper?
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+Taboo Search: An Approach to the Multiple Minima Problem
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+Q4355440
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+Q5511769
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+Q3999349
@@ Property / cites work: Q3999349 / rank @@
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