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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: More on a statistical analysis of log-periodic precursors to financial crashes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A statistical analysis of log-periodic precursors to financial crashes<sup>*</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3219581 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Significance of log-periodic precursors to financial crashes / rank
 
Normal rank
Property / cites work
 
Property / cites work: CRASHES AS CRITICAL POINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The US 2000‐2002 market descent: How much longer and deeper? / rank
 
Normal rank
Property / cites work
 
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 / rank
 
Normal rank

Latest revision as of 20:36, 17 July 2024

scientific article; zbMATH DE number 7001617
Language Label Description Also known as
English
Significance of log-periodic signatures in cumulative noise
scientific article; zbMATH DE number 7001617

    Statements

    Identifiers