Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos

Malevergne, Y.; Malaspinas, A.; Sornette, D; Eckmann, J.-P; Corcos, A.

doi:10.1088/1469-7688/2/4/303

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Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos

Author(s): A Corcos , J-P Eckmann , A Malaspinas , Y Malevergne , D Sornette

Publication date Created: August 2002

Publication date (Print): August 2002

Journal: Quantitative Finance

Publisher: IOP Publishing

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Most cited references 53

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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle (1982)

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Ergodic theory of chaos and strange attractors

J.-P Eckmann, D Ruelle (1985)

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A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades

Sushil Bikhchandani, David Hirshleifer, Ivo Welch (1992)

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Author and article information

Journal

Title: Quantitative Finance

Abbreviated Title: Quantitative Finance

Publisher: IOP Publishing

ISSN (Print): 1469-7688

ISSN (Electronic): 1469-7696

Publication date Created: August 2002

Publication date (Print): August 2002

Volume: 2

Issue: 4

Pages: 264-281

Article

DOI: 10.1088/1469-7688/2/4/303

SO-VID: 1bfba828-724f-4261-9206-24402af32bd8

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