Author:
Sornette Didier,Woodard Ryan,Yan Wanfeng,Zhou Wei-Xing
Funder
National Natural Science Foundation of China
Central Universities
ETH Research
Subject
Condensed Matter Physics,Statistics and Probability
Reference89 articles.
1. Critical crashes;Johansen;Risk,1999
2. Predicting financial crashes using discrete scale invariance;Johansen;Journal of Risk,1999
3. Crashes as critical points;Johansen;International Journal of Theoretical and Applied Finance,2000
4. Why Stock Markets Crash (Critical Events in Complex Financial Systems);Sornette,2003
5. General Black–Scholes models accounting for increased market volatility from hedging strategies;Sircar;Applied Mathematical Finance,1998
Cited by
64 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