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Reply to Johansen's comment

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Author Info
Laurent Laloux (Science & Finance, Capital Fund Management)
Marc Potters
Jean-Pierre Aguilar (Science & Finance, Capital Fund Management)
Jean-Philippe Bouchaud (Science & Finance, Capital Fund Management, CEA Saclay;)
Abstract

This is a reply to Johansen's comment on `Are Financial Crashes Predictable?', by L. Laloux, M. Potters, R. Cont, J.P. Aguilar, J.P. Bouchaud, Europhys. Lett. 45, p. 1 (1999).

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Paper provided by Science & Finance, Capital Fund Management in its series Science & Finance (CFM) working paper archive with number 0206368.

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Date of creation: Jun 2002
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Publication status: published in Europhysics Letters, vol. 60, no. 5, pp. 811-812 (2002)
Handle: RePEc:sfi:sfiwpa:0206368

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G1 - Financial Economics - - General Financial Markets

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