Title of article :
A mathematical definition of the financial bubbles and crashes
Author/Authors :
Kota Watanabe، نويسنده , , Hideki Takayasu، نويسنده , , Misako Takayasu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
5
From page :
120
To page :
124
Abstract :
We check the validity of the mathematical method of detecting financial bubbles or crashes, which is based on a data fitting with an exponential function. We show that the period of a bubble can be determined nearly uniquely independent of the precision of data. The method is widely applicable for stock market data such as the Internet bubble.
Journal title :
Physica A Statistical Mechanics and its Applications
Serial Year :
2007
Journal title :
Physica A Statistical Mechanics and its Applications
Record number :
871884
Link To Document :
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