585 citations · 675 across the 11 of their papers we have counts for
Showing cond-matShow all
3 papers · 1 filter
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…
cond-mat1996
Convergent multiplicative processes repelled from zero: power laws and truncated power laws
Rama Cont, Didier Sornette
Random multiplicative processes (with < λ_j > 0 ) lead, in the presence of a boundary constraint, to a distribution in the form of a power law $w_t^…