Endogenous versus Exogenous Crashes in Financial Markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zhou, Wei-Xing & Sornette, Didier, 2003. "Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 584-604.
- Didier Sornette & Wei-Xing Zhou, 2003. "The US 2000-2002 market descent: clarification," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 39-41.
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"The geometry of crashes. A measure of the dynamics of stock market crises,"
Taylor & Francis Journals, vol. 7(1), pages 63-74.
- Tanya Araujo & Francisco Louçã, 2005. "The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises," Working Papers Department of Economics 2005/15, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Alvarez-Ramirez, Jose & Ibarra-Valdez, Carlos, 2004. "Finite-time singularities in the dynamics of Mexican financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 331(1), pages 253-268.
- Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2015. "Markets, herding and response to external information," Papers 1506.03708, arXiv.org, revised Jun 2015.
- Jeong-Ryeol Kurz-Kim, 2012. "Early warning indicator for financial crashes using the log periodic power law," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1465-1469, October.
- Ma, Rong & Zhang, Yin & Li, Honggang, 2017. "Traders’ behavioral coupling and market phase transition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 618-627.
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