Watanabe, Kota; Takayasu, Hideki; Takayasu, Misako - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 120-124
We check the validity of the mathematical method of detecting financial bubbles or crashes, which is based on a data fitting with an exponential function. We show that the period of a bubble can be determined nearly uniquely independent of the precision of data. The method is widely applicable...