Testing the stability of the 2000 US stock market “antibubble”
Year of publication: |
2005
|
---|---|
Authors: | Zhou, Wei-Xing ; Sornette, Didier |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 348.2005, C, p. 428-452
|
Publisher: |
Elsevier |
Subject: | Econophysics | Prediction | Log-periodic power law | Antibubble | Hypothesis test |
-
Antibubble and prediction of China's stock market and real-estate
Zhou, Wei-Xing, (2004)
-
Fundamental factors versus herding in the 2000–2005 US stock market and prediction
Zhou, Wei-Xing, (2006)
-
Can we predict crashes? The case of the Brazilian stock market
Cajueiro, Daniel O., (2009)
- More ...
-
Predictability of large future changes in major financial indices
Sornette, Didier, (2006)
-
Bubble diagnosis and prediction of the 2005 - 2007 and 2008 - 2009 Chinese stock market bubbles
Jiang, Zhi-Qiang, (2009)
-
The US stock market leads the federal funds rate and treasury bond yields
Guo, Kun, (2011)
- More ...