Comment on recent claims by Sornette and Zhou
Condensed Matter
2007-05-23 v1
Abstract
Comment on recent claims by Sornette and Zhou: D. Sornette and W. Zhou, Quantitative Finance 2 (6), 468-481 (2002); Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000, cond-mat/0212010; Renormalization Group Analysis of the 2000-2002 anti-bubble in the US SP 500 index, physics/0301023
Cite
@article{arxiv.cond-mat/0302141,
title = {Comment on recent claims by Sornette and Zhou},
author = {Anders Johansen},
journal= {arXiv preprint arXiv:cond-mat/0302141},
year = {2007}
}
Comments
Preprint of comment to be published in J. of Quant. Finance