``Slimming of power-law tails by increasing market returns

DOI10.1016/S0378-4371(02)00614-3zbMath0995.91022arXivcond-mat/0010112MaRDI QIDQ1599010

Didier Sornette

Publication date: 4 June 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0010112

zbMATH Keywords

price fluctuationsrational bubble models

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

An index of market shocks based on multiscale analysis* ⋮ EXTRAPOLATION OF POWER SERIES BY SELF-SIMILAR FACTOR AND ROOT APPROXIMANTS

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