Author： Feigenbaum J.A.
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.1, Iss.5, 2001-05, pp. : 527-532
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
A statistical analysis of log-periodic precursors to financial crashes *
Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. :
Access to resources
Recommend
Significance of log-periodic precursors to financial crashes
Quantitative Finance, Vol. 1, Iss. 4, 2001-04 ,pp. :
Prediction accuracy and sloppiness of log-periodic functions
By Brée David S. Challet Damien Peirano Pier Paolo
Quantitative Finance, Vol. 13, Iss. 2, 2013-02 ,pp. :
Analysis of the rebalancing frequency in log-optimal portfolio selection
By Kuhn Daniel Luenberger David
Quantitative Finance, Vol. 10, Iss. 2, 2010-02 ,pp. :