Pages that link to "Item:Q3523606"
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The following pages link to BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (Q3523606):
Displayed 16 items.
- An evolution model of trading behavior based on peer effect in networks (Q444225) (← links)
- 2000-2003 real estate bubble in the UK but not in the USA (Q1409104) (← links)
- Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (Q1414492) (← 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)
- Oscillatory finite-time singularities in finance, population and rupture (Q1596578) (← links)
- Evolving dynamics of trading behavior based on coordination game in complex networks (Q1619269) (← links)
- Boolean network representation of contagion dynamics during a financial crisis (Q1783241) (← links)
- Critical market crashes (Q1867905) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC (Q5696879) (← links)
- NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES (Q5699954) (← links)
- Prediction accuracy and sloppiness of log-periodic functions (Q5746761) (← links)
- Finite-time singularity in the dynamics of the world population, economic and financial indices (Q5935293) (← links)
- From rational bubbles to crashes (Q5947864) (← links)
- Beauty of financial time series. Arificial insymmetrization patterns of stock market indices (Q5949729) (← links)
- Bayesian log-periodic model for financial crashes (Q6176868) (← links)
