NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES

DOI10.1142/S0129183103005212zbMath1079.91047arXivcond-mat/0205531MaRDI QIDQ5699954

Wei-Xing Zhou, Didier Sornette

Publication date: 27 October 2005

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0205531

zbMATH Keywords

Hilbert transformcritical phenomenadiscrete scale invariancelog-periodicityFinancial crashesgeneralized \(q\)-analysis

Mathematics Subject Classification ID

Related Items (4)

Modified profile likelihood inference and interval forecast of the burst of financial bubbles ⋮ Liquidity crisis detection: an application of log-periodic power law structures to default prediction ⋮ 2000-2003 real estate bubble in the UK but not in the USA ⋮ Critical market crashes

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