Comment on Recent Claims by Sornette and Zhou

3 Pages Posted: 11 Apr 2003  

Anders Johansen

Riso National Laboratory - Wind Energy Department; University of Copenhagen, Niels Bohr. Inst.; University of California, Los Angeles (UCLA) - Institute of Geophysics and Planetary Physics

Date Written: February 7, 2003

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.

Suggested Citation

Johansen, Anders, Comment on Recent Claims by Sornette and Zhou (February 7, 2003). Available at SSRN: https://ssrn.com/abstract=379341 or http://dx.doi.org/10.2139/ssrn.379341

Anders Johansen (Contact Author)

Riso National Laboratory - Wind Energy Department ( email )

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P.O. 49
DK-4000 Roskilde
Denmark
+45 4677 5004 (Phone)
+45 4677 5083 (Fax)

HOME PAGE: http://www.risoe.dk/vea/staff/andj/

University of Copenhagen, Niels Bohr. Inst. ( email )

Blegdamsvej 17
DK-2100 Copenhagen
Denmark

University of California, Los Angeles (UCLA) - Institute of Geophysics and Planetary Physics ( email )

Box 951567
Los Angeles, CA 90095-1567
United States
(310) 825 0961 (Phone)
(310) 206 3051 (Fax)

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