Pages that link to "Item:Q4646492"

The following pages link to A statistical analysis of log-periodic precursors to financial crashes^* (Q4646492):

Displayed 16 items.

• Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence (Q1597265) ‎ (← links)
• Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) ‎ (← links)
• A stable and robust calibration scheme of the log-periodic power law model (Q1673119) ‎ (← links)
• Can log-periodic power law structures arise from random fluctuations? (Q1782685) ‎ (← links)
• Critical market crashes (Q1867905) ‎ (← links)
• Log-periodic self-similarity: an emerging financial law? (Q1873955) ‎ (← links)
• The synchronized dynamics of time-varying networks (Q2078426) ‎ (← links)
• Extreme event statistics in a map with singularity (Q2680072) ‎ (← links)
• Riddled basins of attraction in systems exhibiting extreme events (Q4565960) ‎ (← links)
• Significance of log-periodic signatures in cumulative noise (Q4647283) ‎ (← links)
• LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES (Q5367500) ‎ (← links)
• Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) ‎ (← links)
• INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS (Q5854314) ‎ (← links)
• Bubbles, shocks and elementary technical trading strategies (Q6176847) ‎ (← links)
• Bayesian log-periodic model for financial crashes (Q6176868) ‎ (← links)
• Multivariate bubbles and antibubbles (Q6176908) ‎ (← links)