Shocks, Crashes and Bubbles in Financial Markets.¶
Johansen, A., & Sornette, D. (2010). Shocks, Crashes and Bubbles in Financial Markets. Brussels Economic Review, 53(2), 201-253.
Cited by¶
1 citation across 1 artifact.
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Primes¶
- Dragon King Theory
- Finance — major market crashes appear to sit above the power-law tail of daily returns and show log-periodic precursor patterns interpreted as signatures of an approaching finite-time singularity.
This sourceDocuments major crashes sitting above the power-law return tail with log-periodic precursor patterns.
- Finance — major market crashes appear to sit above the power-law tail of daily returns and show log-periodic precursor patterns interpreted as signatures of an approaching finite-time singularity.
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