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Chapter 3. Financial Crashes Are “Outliers”
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Didier Sornette
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Kapitel in diesem Buch
- Frontmatter i
- Contents v
- Preface to the Princeton Science Library Edition xiii
- Preface to the 2002 Edition xix
- Chapter 1. Financial Crashes: What, How, Why, and When? 1
- Chapter 2. Fundamentals of Financial Markets 26
- Chapter 3. Financial Crashes Are “Outliers” 49
- Chapter 4. Positive Feedbacks 81
- Chapter 5. Modeling Financial Bubbles and Market Crashes 134
- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity 171
- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity 228
- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets 281
- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles 320
- Chapter 10. 2050: The End of the Growth Era? 355
- References 397
- Index 419
Kapitel in diesem Buch
- Frontmatter i
- Contents v
- Preface to the Princeton Science Library Edition xiii
- Preface to the 2002 Edition xix
- Chapter 1. Financial Crashes: What, How, Why, and When? 1
- Chapter 2. Fundamentals of Financial Markets 26
- Chapter 3. Financial Crashes Are “Outliers” 49
- Chapter 4. Positive Feedbacks 81
- Chapter 5. Modeling Financial Bubbles and Market Crashes 134
- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity 171
- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity 228
- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets 281
- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles 320
- Chapter 10. 2050: The End of the Growth Era? 355
- References 397
- Index 419