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Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times
Lin, Li; Sornette, Didier - In: The European journal of finance 19 (2013) 5/6, pp. 344-365
Persistent link: https://www.econbiz.de/10010243610
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Introduction: New facets of the economic complexity in modern financial markets
Kyrtsou, Catherine; Sornette, Didier - In: The European journal of finance 19 (2013) 5/6, pp. 337-343
Persistent link: https://www.econbiz.de/10010243612
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Super-exponential RE bubble model with efficient crashes
Kreuser, Jerome; Sornette, Didier - In: The European journal of finance 25 (2019) 4, pp. 338-368
Persistent link: https://www.econbiz.de/10012206978
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Anticipating critical transitions of the housing market : new evidence from China
Zhang, Qun; Sornette, Didier; Zhang, Hao - In: The European journal of finance 25 (2019) 14, pp. 1251-1276
Persistent link: https://www.econbiz.de/10012207085
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Editorial introduction: new facets of the economic complexity in modern financial markets
Kyrtsou, C.; Sornette, D. - In: The European journal of finance 19 (2013) 5, pp. 337-343
Persistent link: https://www.econbiz.de/10010122634
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Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times
Lin, L.; Sornette, D. - In: The European journal of finance 19 (2013) 5, pp. 344-365
Persistent link: https://www.econbiz.de/10010122635
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Inefficiency and predictability in the Brexit Pound market : a natural experiment
Wu, Ke; Wheatley, Spencer; Sornette, Didier - In: The European journal of finance 27 (2021) 3, pp. 239-259
Persistent link: https://www.econbiz.de/10012424943