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Predicting Financial Market Crashes Using Ghost Singularities
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 32 checked references that resolve
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Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
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HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
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On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
resolves10.1142/s0129183102003085
A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES
resolves10.1016/j.jebo.2008.12.004
Nonlinear dynamical model of regime switching between conventions and business cycles
resolves10.1016/j.physa.2013.05.011
Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model
resolves10.1016/j.jebo.2013.06.005
Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price
resolves10.1016/j.jedc.2015.03.005
Super-exponential growth expectations and the global financial crisis
resolves10.1016/s0378-4371(01)00105-4
Finite-time singularity in the dynamics of the world population, economic and financial indices
resolves10.1016/s0378-4371(01)00585-4
Oscillatory finite-time singularities in finance, population and rupture
resolves10.1080/1351847x.2011.607004
Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times
resolves10.1016/j.irfa.2014.02.012
The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
resolves10.1021/j100364a001
Measurement of the instability rate of a far-from-equilibrium steady state at an infinite period bifurcation
resolves10.1371/journal.pone.0022794
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields
resolves10.1080/14697688.2016.1241424
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
The 7 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedHeterogeneous beliefs and routes to chaos in a simple asset pricing model
no DOI — not checkedref14
no DOI — not checkedShocks , Crashes and Bubbles in Financial Markets
no DOI — not checkedref30
no DOI — not checkedSimulating, Analyzing, and Animating Dynamical Systems: A Guide To Xppaut for Researchers and Students
no DOI — not checkedref33
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