Multivariate bubbles and antibubbles

DOI10.1140/EPJB/E2014-50324-9MaRDI QIDQ6176908zbMATH OpenOpenAlexFDO

Authors John L. Fry

Publication date 26 July 2023

Published in The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/56081/1/MPRA_paper_56081.pdf

zbMATH Keywords

statistical and nonlinear physics

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• A Bayesian analysis of log-periodic precursors to financial crashes
• A statistical analysis of log-periodic precursors to financial crashes
• Bubbles, shocks and elementary technical trading strategies
• CRASHES AS CRITICAL POINTS
• Detecting log-periodicity in a regime-switching model of stock returns
• Endogenous versus exogenous shocks in systems with memory
• Extreme Financial Risks
• scientific article; zbMATH DE number 1250597 (Why is no real title available?)
• scientific article; zbMATH DE number 1987559 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• More on a statistical analysis of log-periodic precursors to financial crashes
• Prediction accuracy and sloppiness of log-periodic functions
• Statistical signatures in times of panic: markets as a self-organizing system
• Theory of Financial Risk and Derivative Pricing

Cited in

(4)

• From one bubble to several bubbles: the low-dimensional case.
• Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
• Bubbles, shocks and elementary technical trading strategies
• Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model

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