Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles-Reference-Cited by-同舟云学术

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Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Sornette Didier,Cauwels Peter,Smilyanov Georgi

Publisher

Elsevier BV

Reference193 articles.

1. 13 6.4 US stock market bubble ending in;3 US stock market bubble ending in October,1987

2. 20 6.6 US stock market bubble ending in;23 6.7 IBM stock bubble ending in,1999

3. 31 6.10 UK stock market bubble ending in;. . . . . . . . . . . . . . . . . . . . .;Procter & Gamble stock bubble ending in,1987

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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3. Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation;Physica A: Statistical Mechanics and its Applications;2019-06

4. Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk;SSRN Electronic Journal;2019

5. Inefficient Bubbles and Efficient Drawdowns in Financial Markets;SSRN Electronic Journal;2018

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