Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes
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References listed on IDEAS
- Kirill Ilinski, 1999. "Critical Crashes?," Papers cond-mat/9903142, arXiv.org.
- S. Gluzman & V. I. Yukalov, 1997. "Renormalization Group Analysis of October Market Crashes," Papers cond-mat/9710336, arXiv.org, revised Apr 1998.
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More about this item
Keywordsbubble crash log-periodic Nikkei prediction acceleration critical;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
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