Pages that link to "Item:Q4647232"
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The following pages link to The US 2000‐2002 market descent: How much longer and deeper? (Q4647232):
Displaying 12 items.
- 2000-2003 real estate bubble in the UK but not in the USA (Q1409104) (← links)
- Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (Q1414492) (← links)
- Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction (Q1414493) (← links)
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- A stable and robust calibration scheme of the log-periodic power law model (Q1673119) (← links)
- Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
- Critical market crashes (Q1867905) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- Significance of log-periodic signatures in cumulative noise (Q4647283) (← links)
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 (Q4683078) (← links)
- Dissecting the 2015 Chinese stock market crash (Q6543888) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)
