Add to ORKGWe respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursors to financial crashes. Included in this paper are discussions of the Sornette-Johansen theoretical paradigm, traditional methods of identifying log-periodic precursors, the behaviour of the first differences of a log-periodic price series and the distribution of drawdowns for a securities price
In a series of papers based on analogies with statistical physics models, we have proposed that most...
This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and cr...
Detailed analysis of the log-periodic structures as precursors of the financial crashes is presented...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
Latex document of 38 pages including 16 eps figures and 3 tablesWe clarify the status of log-periodi...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
. -- We critically review recent claims that financial crashes can be predicted using the idea of lo...
Sornette (1996), Sornette and Johansen (1997), JLS (2000) predložili su da, prije samih slomova trži...
This paper intends to meet recent claims for the attainment of more rigorous statistical methodology...
Log-periodic precursors have been identified before most and perhaps all financial crashes of the Tw...
Log-periodic precursors have been identified before most and perhaps all financial crashes of the Tw...
This bachelor thesis concerns itself with multiple objectives. First, to compare two apparently cont...
The financial crisis of 2007-2009 has begun in July 2007 when a loss of confidence by investors in t...
In a series of papers based on analogies with statistical physics models, we have proposed that most...
This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and cr...
Detailed analysis of the log-periodic structures as precursors of the financial crashes is presented...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
Latex document of 38 pages including 16 eps figures and 3 tablesWe clarify the status of log-periodi...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
. -- We critically review recent claims that financial crashes can be predicted using the idea of lo...
Sornette (1996), Sornette and Johansen (1997), JLS (2000) predložili su da, prije samih slomova trži...
This paper intends to meet recent claims for the attainment of more rigorous statistical methodology...
Log-periodic precursors have been identified before most and perhaps all financial crashes of the Tw...
Log-periodic precursors have been identified before most and perhaps all financial crashes of the Tw...
This bachelor thesis concerns itself with multiple objectives. First, to compare two apparently cont...
The financial crisis of 2007-2009 has begun in July 2007 when a loss of confidence by investors in t...
In a series of papers based on analogies with statistical physics models, we have proposed that most...
This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and cr...
Detailed analysis of the log-periodic structures as precursors of the financial crashes is presented...