Log-Periodicity in High Frequency Financial Series
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References listed on IDEAS
- D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Papers cond-mat/0106520, arXiv.org.
- D. Sornette & A. Johansen, 2001. "Significance of log-periodic precursors to financial crashes," Quantitative Finance, Taylor & Francis Journals, vol. 1(4), pages 452-471.
- Schmidt, Anatoly B., 2004. "Quantitative Finance for Physicists," Elsevier Monographs, Elsevier, edition 1, number 9780120884643.
More about this item
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-09-30 (All new papers)
- NEP-CFN-2004-09-30 (Corporate Finance)
- NEP-ETS-2004-09-30 (Econometric Time Series)
- NEP-FIN-2004-09-30 (Finance)
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