Significance of log-periodic precursors to financial crashes
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Publication:4646500
DOI10.1088/1469-7688/1/4/305zbMath1405.91766arXivcond-mat/0106520MaRDI QIDQ4646500
Anders Johansen, Didier Sornette
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0106520
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G99: Actuarial science and mathematical finance
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