Are Financial Crashes Predictable?

Laurent Laloux, Marc Potters (), Rama Cont, Jean-Pierre Aguilar and Jean-Philippe Bouchaud
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Laurent Laloux: Science & Finance
Rama Cont: Science & Finance
Jean-Pierre Aguilar: Science & Finance
Jean-Philippe Bouchaud: Science & Finance

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Abstract: We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 `correction' does not appear to be the accumulation point of a geometric series of local minima.

Date: 1998-04
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Citations: View citations in EconPapers (10)

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Working Paper: Are financial crashes predictable? (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:cond-mat/9804111

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