Can we predict crashes? The case of the Brazilian stock market

Author:

Cajueiro Daniel O.,Tabak Benjamin M.,Werneck Filipe K.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference43 articles.

1. Significance of log-periodic precursors to financial crashes;Sornette;Quantitative Finance,2001

2. Identifying the bottom line after a market crash;Roehner;International Journal of Modern Physics C,2000

3. Predicting financial crashes using discrete scale invariance;Johansen;Journal of Risk,1999

4. Patterns, Trends and Predictions in Stock Market Indices and Foreign Currency Exchange Rates;Ausloos,2002

5. An investigation of crash avoidance in a complex system;Hart;Physica A,2002

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1. When Overconfident Traders Meet Feedback Traders;Finance;2021-11-16

2. Bubbles for Fama from Sornette;SSRN Electronic Journal;2021

3. Market-crash forecasting based on the dynamics of the alpha-stable distribution;Physica A: Statistical Mechanics and its Applications;2020-11

4. Applications of Machine Learning Methods in Complex Economics and Financial Networks;Complexity;2020-04-25

5. Quantifying instabilities in Financial Markets;Physica A: Statistical Mechanics and its Applications;2019-07

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