CRASHES AS CRITICAL POINTS

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Publication:3523555


DOI10.1142/S0219024900000115zbMath1153.91790arXivcond-mat/9810071MaRDI QIDQ3523555

Olivier Ledoit, Didier Sornette, Anders Johansen

Publication date: 3 September 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9810071


91B84: Economic time series analysis


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