More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes

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dc.creatorFeigenbaum, James A.
dc.date2001-07-20
dc.date.accessioned2026-07-07T02:42:14Z
dc.date.available2026-07-07T02:42:14Z
dc.descriptionWe respond to Sornette and Johansen's criticisms of our findings regarding log-periodic precursors to financial crashes. Included in this paper are discussions of the Sornette-Johansen theoretical paradigm, traditional methods of identifying log-periodic precursors, the behavior of the first differences of a log-periodic price series, and the distribution of drawdowns for a securities price.
dc.description12 LaTex pages, no figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0107445
dc.identifierhttp://arxiv.org/abs/cond-mat/0107445
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/18061
dc.subjectCondensed Matter
dc.titleMore on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes
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