Sornette, Didier; Cauwels, Peter; Smilyanov, Georgi - 2017
We inspect the price volatility before, during, and after financial asset bubbles in order to uncover possible … volatility increase before a crash, but we do not see this as a consistent behavior. We examine forty well-known bubbles and … studied bubbles, the crash follows a period of lower volatility, reminiscent of the idiom of a “lull before the storm”. This …
