Pages that link to "Item:Q1414492"
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The following pages link to Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (Q1414492):
Displaying 7 items.
- 2000-2003 real estate bubble in the UK but not in the USA (Q1409104) (← links)
- Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction (Q1414493) (← links)
- Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition (Q2148181) (← links)
- Comparing nested data sets and objectively determining financial bubbles' inceptions (Q2159130) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE (Q3521520) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
