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ECONIS (ZBW)
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1
Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos
;
Hanias, Michael
;
Magafas, Lykourgos
; …
- In:
Journal of risk
24
(
2022
)
5
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014546349
Saved in:
2
Calendar corrected chaotic forecast of financial time series
Leontitsis, Alexandros
;
Siriopoulos, Costas
- In:
International journal of business
11
(
2006
)
4
,
pp. 367-374
Persistent link: https://www.econbiz.de/10003402219
Saved in:
3
One-dimensional maps with two discontinuity points and three linear branches : mathematical lessons for understanding the dynamics of financial markets
Tramontana, Fabio
;
Westerhoff, Frank H.
;
Gardini, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10010340255
Saved in:
4
Chaos control in presence of financial bubbles
Bella, Giovanni
;
Mattana, Paolo
- In:
Economics letters
193
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012509092
Saved in:
5
Winning investment strategies based on financial crisis indicators
Kornprobst, Antoine
- In:
The journal of investment strategies
7
(
2018
)
4
,
pp. 27-49
Persistent link: https://www.econbiz.de/10012001990
Saved in:
6
The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets
Gustavsson, Marcus
;
Levén, Daniel
;
Sjögren, Hans
- In:
Financial history review
23
(
2016
)
2
,
pp. 193-217
Persistent link: https://www.econbiz.de/10011585598
Saved in:
7
What predicts financial (in)stability? : a Bayesian approach
Sigmund, Michael
;
Stein, Ingrid
- In:
Credit and capital markets : Kredit und Kapital
50
(
2017
)
3
,
pp. 299-336
Persistent link: https://www.econbiz.de/10011945447
Saved in:
8
The ability of U.S. macroeconomic variables to predict Asian financial market returns
Tzeng, Kae-Yih
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3529-3551
Persistent link: https://www.econbiz.de/10014429140
Saved in:
9
Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Lockwood, Erin
- In:
Review of international political economy : RIPE
22
(
2015
)
4
,
pp. 719-756
Persistent link: https://www.econbiz.de/10011372868
Saved in:
10
Can we use volatility to diagnose financial bubbles? : lessons from 40 historical bubbles
Sornette, Didier
;
Cauwels, Peter
;
Smilyanov, Georgi
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 1-105
Persistent link: https://www.econbiz.de/10012137897
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