A statistical analysis of log-periodic precursors to financial crashes*

DOI10.1088/1469-7688/1/3/306zbMath1405.62139arXivcond-mat/0101031OpenAlexW2951029834MaRDI QIDQ4646492

James A. Feigenbaum

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0101031

zbMATH Keywords

time seriesfinancial crasheslog-periodic precursors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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