Stalking black swans, dragon kings, and market crashes on the JSE
This paper examines bubbles on the JSE All Share Index as well as the critical time of the stock market crash from 2/01/ 2004 – 27/03/2014. The underlying hypothesis define bubbles as extreme and begin as a group of small events which grow in a super exponential form explained by a log periodic powe...
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| Format: | Others |
| Language: | English |
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Nelson Mandela Metropolitan University
2015
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| Online Access: | http://hdl.handle.net/10948/18376 |