Significance of log-periodic signatures in cumulative noise (Q4647283): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3098088806
@@ Property / OpenAlex ID: W3098088806 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+cond-mat/0302507
@@ Property / arXiv ID: cond-mat/0302507 / rank @@
+Normal rank
@@ Property / cites work @@
+More on a statistical analysis of log-periodic precursors to financial crashes
+Normal rank
@@ Property / cites work @@
+A statistical analysis of log-periodic precursors to financial crashes<sup>*</sup>
+Normal rank
@@ Property / cites work @@
+DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Significance of log-periodic precursors to financial crashes
+Normal rank
@@ Property / cites work @@
+CRASHES AS CRITICAL POINTS
@@ Property / cites work: CRASHES AS CRITICAL POINTS / rank @@
+Normal rank
@@ Property / cites work @@
+The US 2000‐2002 market descent: How much longer and deeper?
+Normal rank
@@ Property / cites work @@
+Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction
+Normal rank