Theory Of Self-Similar Oscillatory Finite-Time Singularities
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DOI: 10.1142/S0129183103004462
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References listed on IDEAS
- Carl Chiarella, 1992. "The Dynamics of Speculative Behaviour," Working Paper Series 13, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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Cited by:
- Zhou, Wei-Xing & Sornette, Didier, 2009.
"A case study of speculative financial bubbles in the South African stock market 2003–2006,"
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- Wei-Xing Zhou & Didier Sornette, 2007. "A case study of speculative financial bubbles in the South African stock market 2003-2006," Papers physics/0701171, arXiv.org, revised Oct 2008.
- Sornette, D & Takayasu, H & Zhou, W.-X, 2003.
"Finite-time singularity signature of hyperinflation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 325(3), pages 492-506.
- D. Sornette & H. Takayasu & W. -X. Zhou, 2003. "Finite-Time Singularity Signature of Hyperinflation," Papers physics/0301007, arXiv.org.
- Westerhoff, Frank H., 2004. "Greed, fear and stock market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 343(C), pages 635-642.
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Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 543-583.
- W. -X. Zhou & D. Sornette, 2002. "Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000," Papers cond-mat/0212010, arXiv.org, revised Aug 2003.
- Zhou, Wei-Xing & Sornette, Didier, 2003. "Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 584-604.
- Melecký, Jan & Sergyeyev, Artur, 2008. "A simple finite-difference stock market model involving intrinsic value," Chaos, Solitons & Fractals, Elsevier, vol. 38(3), pages 769-777.
- Didier Sornette & Wei-Xing Zhou, 2003.
"The US 2000-2002 market descent: clarification,"
Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 39-41.
- D. Sornette & W. -X. Zhou, 2003. "The US 2000-2003 Market Descent: Clarifications," Papers cond-mat/0305004, arXiv.org.
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Keywords
Singularities; population; financial crash; materials rupture; log-periodicity; self-similarity; dynamical systems; spirals;All these keywords.
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