Zhou, Wei-Xing; Sornette, Didier - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 6, pp. 869-880
We tested 45 indices and common stocks in the South African stock market for the possible existence of a bubble over the period from January 2003 to May 2006. A bubble is defined by a faster-than-exponential acceleration with significant log-periodic oscillations. These two traits are analyzed...