Significance of log-periodic precursors to financial crashes

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

zbMATH Keywords

speculative bubbleslog-periodic componentprecursors to financial crashes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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