BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (Q3523606): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Anders Johansen / rank
Normal rank
 
Property / author
 
Property / author: Didier Sornette / rank
Normal rank
 
Property / author
 
Property / author: Anders Johansen / rank
 
Normal rank
Property / author
 
Property / author: Didier Sornette / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH modeling in finance. A review of the theory and empirical evidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4247101 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme Value Theory as a Risk Management Tool / 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: CRASHES AS CRITICAL POINTS / rank
 
Normal rank

Latest revision as of 15:01, 28 June 2024

scientific article
Language Label Description Also known as
English
BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
scientific article

    Statements

    BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (English)
    0 references
    3 September 2008
    0 references
    emergent markets
    0 references
    crashes
    0 references
    bubbles
    0 references
    log-periodic
    0 references
    power laws
    0 references
    0 references
    0 references

    Identifiers