Work

Predicting financial crashes using discrete scale invariance

Year: 1999

Type: article

Source: The Journal of Risk

DOI: 10.21314/jor.1999.014

Authors: Anders Johansen, Didier Sornette, Olivier Ledoit

Institutions: University of California, Los Angeles, Centre National de la Recherche Scientifique, Institut de Physique de Nice, Université Nice Sophia Antipolis

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3121612919

FWCI: 25.18

Cites: 30

Cited by: 301

Related to: 9