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Slimming of power law tails by increasing market returns. (2001). Sornette, D..
In: Papers.
RePEc:arx:papers:cond-mat/0010112.

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Cited: 2

Citations received by this document

Cites: 32

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Cocites: 21

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Coauthors: 0

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Citations

Citations received by this document

  1. From Rational Bubbles to Crashes. (2001). Malevergne, Yannick ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0102305.

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  2. Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation. (2001). Malevergne, Yannick ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0101371.

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References

References cited by this document

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  24. Sornette, D. and J.V. Andersen, 2001, Quantifying Herding During Speculative Financial Bubbles, Risk, http ://arXiv.org/abs/cond-mat/0 104341
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  25. Sornette, D. and R. Cont, 1997, Convergent multiplicative processes repelled from zero: power laws and truncated power laws, J. Phys. I France 7, 43 1-444
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  26. Sornette, D. and Y. Malevergne, 2001, From Rational Bubbles to Crashes, in press in Physica A, c-print at http://arXiv.org/abs/cond-mat/0 102305

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  31. Sornette, D., P. Simonetti and J. V. Andersen, 2000,
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  32. Vries, C.G. de, 1994, Stylized Facts of Nominal Exchange Rate Returns, 5. 348 - 89 in: van der Ploeg, F., ed., The Handbook of International Macroeconomics. Blackwell: Oxford.

Cocites

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  1. Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?. (2023). Ku, Agnieszka.
    In: Energies.
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  2. Negative bubbles and the market for “dreams”: “Lemons” in the looking glass. (2022). Emery, Douglas R.
    In: Journal of Financial Research.
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  4. Identification of Noncausal Models by Quantile Autoregressions. (2019). Hecq, Alain ; Sun, LI.
    In: Papers.
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  5. An analytical review of volatility metrics for bubbles and crashes. (2015). Vogel, Harold L. ; Werner, Richard A..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:38:y:2015:i:c:p:15-28.

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  6. Impact of Monetary Policy on Financial Markets Efficiency and Speculative Bubbles: A Non-linear Entropy-based Approach. (2014). Venegas-Martínez, Francisco ; Cruz-Ake, Salvador ; Alonso-Rivera, Angelica ; Venegas-Martinez, Francisco.
    In: MPRA Paper.
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  7. Detecting asset price bubbles with time-series methods. (2012). Taipalus, Katja.
    In: Scientific Monographs.
    RePEc:bof:bofism:2012_047.

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  8. Valuing Homeownership. (2011). Szafarz, Ariane ; Sekkat, Khalid.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:491-504.

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  9. How to grow a bubble: A model of myopic adapting agents. (2010). Harras, Georges ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:0806.2989.

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  10. Valuing homeownership. (2009). Szafarz, Ariane ; Sekkat, Khalid.
    In: Working Papers CEB.
    RePEc:sol:wpaper:09-006.

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  11. A case study of speculative financial bubbles in the South African stock market 2003–2006. (2009). Sornette, Didier ; Zhou, Wei-Xing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:6:p:869-880.

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  12. Bubbles in the Finnish and US equities markets. (2006). Taipalus, Katja.
    In: Scientific Monographs.
    RePEc:bof:bofism:2006_035.

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  13. Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market. (2004). Sornette, Didier ; Zhou, Wei-Xing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:332:y:2004:i:c:p:412-440.

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  14. Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market. (2003). Sornette, D. ; W. -X. Zhou, ; W.-X. Zhou, .
    In: Papers.
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  15. “Slimming” of power-law tails by increasing market returns. (2002). Sornette, D..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:309:y:2002:i:3:p:403-418.

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  16. Volatility fingerprints of large shocks: Endogeneous versus exogeneous. (2002). Malevergne, Yannick ; Sornette, D. ; Muzy, J. F..
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  17. Significance of log-periodic precursors to financial crashes. (2001). Johansen, A. ; Sornette, D..
    In: Papers.
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  18. Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation. (2001). Malevergne, Yannick ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0101371.

    Full description at Econpapers || Download paper

  19. Slimming of power law tails by increasing market returns. (2001). Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0010112.

    Full description at Econpapers || Download paper

  20. On Rational Bubbles and Fat Tails. (1999). Lux, Thomas ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/9910141.

    Full description at Econpapers || Download paper

  21. Detecting stochastic bubbles on an East European foreign exchange market: An estimation/simulation approach. (1996). Charemza, Wojciech.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:7:y:1996:i:1:p:35-53.

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