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, Capital Fund Management
Rama Cont: Science & Finance, Capital Fund Management
Jean-Pierre Aguilar: Science & Finance, Capital Fund Management
Jean-Philippe Bouchaud: Science & Finance, Capital Fund Management

No 9804111, Science & Finance (CFM) working paper archive from Science & Finance, Capital Fund Management

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.

JEL-codes: G1 (search for similar items in EconPapers)
Date: 1998-04
References: View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Published in Europhysics Letters 45(1), 1-5 (1999)

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Working Paper: Are Financial Crashes Predictable? (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:sfi:sfiwpa:9804111

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