LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES

DOI10.1142/S0219024917500388zbMATH Open1396.91818OpenAlexW2744119447MaRDI QIDQ5367500FDOQ5367500

Author name not available (Why is that?)

Publication date: 13 October 2017

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024917500388

zbMATH Keywords

criticalityrenormalization groupfinancial bubblesdiscrete scale invariancelog-periodic power laws

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Time-dependent Schrödinger equations and Dirac equations (35Q41) Renormalization group methods applied to problems in quantum field theory (81T17) Financial applications of other theories (91G80)

Cites Work

• Title not available (Why is that?)
• CRASHES AS CRITICAL POINTS
• Approximate solutions of functional equations
• DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
• A statistical analysis of log-periodic precursors to financial crashes^*
• Prediction accuracy and sloppiness of log-periodic functions

Cited In (5)

• Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
• Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model
• Stochastic theory of log-periodic patterns.
• Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction
• Log-periodic self-similarity: an emerging financial law?

This page was built for publication: LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5367500)