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cond-mat1999
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…
cond-mat1999
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…