Pages that link to "Item:Q3106718"
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The following pages link to DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES (Q3106718):
Displayed 23 items.
- Generalized persistence probability in a dynamic economic index (Q1394706) (← links)
- Statistical physics in foreign exchange currency and stock markets (Q1577078) (← links)
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
- Discrete scale-invariance in cross-correlations between time series (Q1783320) (← links)
- Stochastic resonance as a model for financial market crashes and bubbles (Q1852545) (← links)
- Predicting critical crashes? A new restriction for the free variables (Q1859760) (← links)
- Critical market crashes (Q1867905) (← links)
- Log-periodic self-similarity: an emerging financial law? (Q1873955) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- STOCK MECHANICS: A GENERAL THEORY AND METHOD OF ENERGY CONSERVATION WITH APPLICATIONS ON DJIA (Q3427095) (← links)
- CRASHES AS CRITICAL POINTS (Q3523555) (← links)
- BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (Q3523606) (← links)
- Detecting log-periodicity in a regime-switching model of stock returns (Q3605233) (← links)
- Significance of log-periodic signatures in cumulative noise (Q4647283) (← links)
- CHANGE-POINT ANALYSIS OF ASSET PRICE BUBBLES WITH POWER-LAW HAZARD FUNCTION (Q5207487) (← links)
- LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES (Q5367500) (← links)
- A Bayesian analysis of log-periodic precursors to financial crashes (Q5475309) (← links)
- NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES (Q5699954) (← links)
- PERSISTENCE PROBABILITY IN FINANCIAL DYNAMICS (Q5700043) (← links)
- RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. (Q5704656) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- Quantifying the dynamics of financial correlations (Q5947873) (← links)
