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

James A. Feigenbaum
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Abstract

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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James A. Feigenbaum. 2001-07-20. More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes. https://arxiv.org/abs/cond-mat/0107445

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