Bubbles, shocks and elementary technical trading strategies (Q6176847): Difference between revisions

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+CRASHES AS CRITICAL POINTS
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+Q4429832
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+A statistical analysis of log-periodic precursors to financial crashes<sup>*</sup>
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+More on a statistical analysis of log-periodic precursors to financial crashes
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+A Bayesian analysis of log-periodic precursors to financial crashes
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+Detecting log-periodicity in a regime-switching model of stock returns
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+Prediction accuracy and sloppiness of log-periodic functions
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+Intelligent finance—an emerging direction
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+Theory of Financial Risk and Derivative Pricing
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+Option pricing when underlying stock returns are discontinuous
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+Financial Modelling with Jump Processes
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+A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF  SPECULATIVE FINANCIAL BUBBLES
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+Generation-by-generation dissection of the response function in long memory epidemic processes
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+Endogenous versus exogenous shocks in systems with memory
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+Q4230831
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+Log-periodic self-similarity: an emerging financial law?
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+WHY DO RISK PREMIA VARY OVER TIME? A THEORETICAL INVESTIGATION UNDER HABIT FORMATION
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+Q3996777
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