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cond-mat2000★ 169 cited
Large Stock Market Price Drawdowns Are Outliers
Anders Johansen, Didier Sornette
Drawdowns are essential aspects of risk assessment in investment management. They offer a more natural measure of real market risks than the variance or other cumulants of daily (o…
cond-mat.stat-mech2000★ 84 cited
The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash
Anders Johansen, Didier Sornette
The Nasdaq Composite fell another on Friday the 14'th of April 2000 signaling the end of a remarkable speculative high-tech bubble starting in spring 1997. The closi…
cond-mat2000★ 229 cited
Finite-time singularity in the dynamics of the world population, economic and financial indices
Anders Johansen, Didier Sornette
Contrary to common belief, both the Earth's human population and its economic output have grown faster than exponential, i.e., in a super-Malthusian mode, for most of the known his…