Zhou, Wei-Xing; Sornette, Didier - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 3, pp. 584-604
We propose a straightforward extension of our previously proposed log-periodic power-law model of the “anti-bubble” regime of the USA stock market since the summer of 2000, in terms of the renormalization group framework to model critical points. Using a previous work by Gluzman and Sornette...