paper
The US 2000-2003 Market Descent: Clarifications
D. Sornette, W. -X. Zhou
The US 2000-2003 Market Descent: Clarifications
D. Sornette, W. -X. Zhou
paper2003-04-30English
quantitative financearxiv
Description
In a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of our results published in [Sornette D and Zhou W-X 2002 The US 2000-2002 market descent: how much longer and deeper? Quant. Finance 2: 468-81, cond-mat/0209065] and in our two consequent preprints [cond-mat/0212010, physics/0301023]. In the present reply, we clarify the issues on (i) the analogy between rupture and crash...
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