Diagnosis and Prediction of Market Rebounds in Financial Markets
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- Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, "undated". "Diagnosis and Prediction of Market Rebounds in Financial Markets," Swiss Finance Institute Research Paper Series 10-15, Swiss Finance Institute.
References listed on IDEAS
- Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou, 2009. "The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations," Papers 0911.0454, arXiv.org, revised May 2010.
- Lux, Thomas & Sornette, Didier, 2002. "On Rational Bubbles and Fat Tails," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 589-610, August.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alexey Fomin & Andrey Korotayev & Julia Zinkina, 2016. "Negative oil price bubble is likely to burst in March - May 2016. A forecast on the basis of the law of log-periodical dynamics," Papers 1601.04341, arXiv.org.
- Wanfeng Yan & Ryan Woodard & Didier Sornette, 2014.
"Inferring fundamental value and crash nonlinearity from bubble calibration,"
Taylor & Francis Journals, vol. 14(7), pages 1273-1282, July.
- Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration," Papers 1011.5343, arXiv.org.
- Aaron Gerow & Mark Keane, 2012. "Mining the Web for the Voice of the Herd to Track Stock Market Bubbles," Papers 1212.2676, arXiv.org.
More about this item
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G01 - Financial Economics - - General - - - Financial Crises
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
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