A stable and robust calibration scheme of the log-periodic power law model-Reference-Cited by-同舟云学术

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A stable and robust calibration scheme of the log-periodic power law model

Published:2013-09 Issue:17 Volume:392 Page:3698-3707
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Filimonov V.,Sornette D.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference46 articles.

1. The Great Crash of 1929;Galbraith,2009

2. Financial bubbles, real estate bubbles, derivative bubbles, and the financial and economic crisis;Sornette,2010

3. Why Stock Markets Crash: Critical Events in Complex Financial Systems;Sornette,2002

4. Manias, Panics and Crashes: A History of Financial Crises;Kindleberger,2000

5. Critical crashes;Johansen;Risk,1999

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