Pages that link to "Item:Q4646492"
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The following pages link to A statistical analysis of log-periodic precursors to financial crashes<sup>*</sup> (Q4646492):
Displaying 17 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)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)
