Testing the stability of the 2000 US sto
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Wei-Xing Zhou; Didier Sornette
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Article
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2005
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Elsevier Science
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English
⚖ 563 KB
Since August 2000, the stock market in the USA as well as most other western markets have depreciated almost in synchrony according to complex patterns of drops and local rebounds. In (Quantitative Finance 2 (2002) 468), we have proposed to describe this phenomenon using the concept of a log-periodi