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Are Financial Crashes Predictable?

We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 `correction' does not appear to be the accumulation point of a geometric series of local minima.
Year of publication:
1998-04
Authors: Laloux, Laurent ; Potters, Marc ; Cont, Rama ; Aguilar, Jean-Pierre ; Bouchaud, Jean-Philippe
Institutions: arXiv.org
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application/pdf
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Type of publication: Book / Working Paper
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Persistent link: https://www.econbiz.de/10005098619
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