More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes

Details More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes

2001-07-20

arxiv.org/abs/cond-mat/0107445v1

Physics

Condensed Matter

12 LaTex pages, no figures

Scientific paper

We respond to Sornette and Johansen's criticisms of our findings regarding log-periodic precursors to financial crashes. Included in this paper are discussions of the Sornette-Johansen theoretical paradigm, traditional methods of identifying log-periodic precursors, the behavior of the first differences of a log-periodic price series, and the distribution of drawdowns for a securities price.

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