Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction
Year of publication: |
2003
|
---|---|
Authors: | Zhou, Wei-Xing ; Sornette, Didier |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 330.2003, 3, p. 584-604
|
Publisher: |
Elsevier |
Subject: | Anti-bubble | Singularity | Herding and imitative behavior | Weierstrass-type function | Prediction | Endogenous and exogenous crashes | Econophysics |
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