| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 979557 | Physica A: Statistical Mechanics and its Applications | 2007 | 5 Pages |
Abstract
We check the validity of the mathematical method of detecting financial bubbles or crashes, which is based on a data fitting with an exponential function. We show that the period of a bubble can be determined nearly uniquely independent of the precision of data. The method is widely applicable for stock market data such as the Internet bubble.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Kota Watanabe, Hideki Takayasu, Misako Takayasu,