Detection of Crashes and Rebounds in Major Equity Markets
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- Wanfeng Yan & Reda Rebib & Ryan Woodard & Didier Sornette, "undated". "Detection of Crashes and Rebounds in Major Equity Markets," Working Papers ETH-RC-11-001, ETH Zurich, Chair of Systems Design.
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- Jan-Christian Gerlach & Jerome Kreuser & Didier Sornette, 2020. "Awareness of crash risk improves Kelly strategies in simulated financial time series," Papers 2004.09368, arXiv.org.
- Jerome L Kreuser & Didier Sornette, 2017. "Super-Exponential RE Bubble Model with Efficient Crashes," Swiss Finance Institute Research Paper Series 17-33, Swiss Finance Institute.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2011-08-09 (Corporate Finance)
- NEP-ECM-2011-08-09 (Econometrics)
- NEP-FMK-2011-08-09 (Financial Markets)
- NEP-FOR-2011-08-09 (Forecasting)
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