Oscillatory finite-time singularities in finance, population and rupture
Year of publication: |
2002
|
---|---|
Authors: | Ide, Kayo ; Sornette, Didier |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 307.2002, 1, p. 63-106
|
Publisher: |
Elsevier |
Subject: | Nonlinearity | Finite time singularity | Oscillation | Finance | Population | Rupture |
-
Fearless versus fearful speculative financial bubbles
Andersen, J.V., (2004)
-
Dragon-kings: Mechanisms, statistical methods and empirical evidence
Sornette, Didier,
-
NONLINEARITY AND MARKET EFFICIENCY IN GCC STOCK MARKETS
Alharbi, Abdullah M. H., (2009)
- More ...
-
Why Stock Markets Crash : Critical Events in Complex Financial Systems
Sornette, Didier, (2017)
-
Log-periodic oscillations for biased diffusion on random lattice
Stauffer, Dietrich, (1998)
-
Linear stochastic dynamics with nonlinear fractal properties
Sornette, Didier, (1998)
- More ...