7 citations · 9 across the 3 of their papers we have counts for
4 papers · 1 filter
Comment on recent claims by Sornette and Zhou
Anders Johansen
Comment on recent claims by Sornette and Zhou: D. Sornette and W. Zhou, Quantitative Finance 2 (6), 468-481 (2002); Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Si…
Remarks on reply to Johansen's comment
Anders Johansen
Remarks on reply (cond-mat/0206368) to Johansen's comment (cond-mat/0205249)
Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study
Anders Johansen, Didier Sornette
Twenty-two significant bubbles followed by large crashes or by severe corrections in the Argentinian, Brazilian, Chilean, Mexican, Peruvian, Venezuelan, Hong-Kong, Indonesian, Kore…
Predicting Financial Crashes Using Discrete Scale Invariance
Anders Johansen, Didier Sornette, Olivier Ledoit
We present a synthesis of all the available empirical evidence in the light of recent theoretical developments for the existence of characteristic log-periodic signatures of growin…