Fitting the Log Periodic Power Law to financial crashes: a critical analysis
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References listed on IDEAS
- Kaizoji, Taisei, 2000.
"Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 287(3), pages 493-506.
- Taisei Kaizoji, 2000. "Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity," Papers cond-mat/0010263, arXiv.org.
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- Vincenzo Liberatore, 2010. "Computational LPPL Fit to Financial Bubbles," Papers 1003.2920, arXiv.org, revised Jan 2011.
- John Fry, 2014.
"Bubbles, shocks and elementary technical trading strategies,"
The European Physical Journal B: Condensed Matter and Complex Systems,
Springer;EDP Sciences, vol. 87(1), pages 1-13, January.
- Fry, John, 2013. "Bubbles, shocks and elementary technical trading strategies," MPRA Paper 47052, University Library of Munich, Germany.
- Fry, John, 2012. "Exogenous and endogenous crashes as phase transitions in complex financial systems," MPRA Paper 36202, University Library of Munich, Germany.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-02-20 (All new papers)
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