Tracking Financial Bubbles On Romania Stock Market
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References listed on IDEAS
- Anders Johansen & Olivier Ledoit & Didier Sornette, 2000.
"Crashes As Critical Points,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 219-255.
- Johansen, Anders & Ledoit, Olivier & Sornette, Didier, 1998. "Crashes at Critical Points," University of California at Los Angeles, Anderson Graduate School of Management qt2s77r0rk, Anderson Graduate School of Management, UCLA.
- Sornette, Didier, 2000. "Stock market speculation: Spontaneous symmetry breaking of economic valuation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 355-375.
- Daniel T. Pele, 2012. "An Lppl Algorithm For Estimating The Critical Time Of A Stock Market Bubble," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 1(2), pages 14-22, DECEMBER.
- D. Sornette, 2000. "Stock Market Speculation: Spontaneous Symmetry Breaking of Economic Valuation," Papers cond-mat/0004001, arXiv.org.
More about this item
Keywordsfinancial bubble; financial modeling; log-periodic power law; stock market;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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