The following pages link to CRASHES AS CRITICAL POINTS (Q3523555):
Displayed 14 items.
- 2000-2003 real estate bubble in the UK but not in the USA (Q1409104) (← links)
- Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (Q1414492) (← links)
- Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction (Q1414493) (← links)
- Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation (Q1588864) (← links)
- Oscillatory finite-time singularities in finance, population and rupture (Q1596578) (← links)
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- Predicting critical crashes? A new restriction for the free variables (Q1859760) (← links)
- Critical market crashes (Q1867905) (← links)
- Characterization of large price variations in financial markets (Q1873951) (← links)
- Stock market crashes and dynamics of aftershocks (Q1928656) (← links)
- A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES (Q3368589) (← links)
- BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY (Q3523606) (← links)
- Finite-time singularity in the dynamics of the world population, economic and financial indices (Q5935293) (← links)
- From rational bubbles to crashes (Q5947864) (← links)