The US 2000‐2002 market descent: How much longer and deeper?

DOI10.1080/14697688.2002.0000014zbMath1405.91767arXivcond-mat/0209065OpenAlexW2066204307MaRDI QIDQ4647232

Wei-Xing Zhou, 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/0209065

zbMATH Keywords

bullish and bearish regimescooperative herding and imitationUS financial market

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Actuarial science and mathematical finance (91G99)

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