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Modeling the stock market prior to large crashes
Authors:A. Johansen  D. Sornette
Affiliation:(1) Institute of Geophysics and Planetary Physics, University of California, Los Angeles, California 90095, USA, US;(2) Department of Earth and Space Science, University of California, Los Angeles, California 90095, USA, US;(3) Laboratoire de Physique de la Matière Condensée (CNRS - UMR 6622), Université de Nice-Sophia Antipolis, B.P. 71, Parc Valrose, 06108 Nice Cedex 2, France, US
Abstract:
Keywords:PACS. 01.75.+m Science and society - 02.50.-r Probability theory   stochastic processes   and statistics - 89.90.+n Other areas of general interest to physicists
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