A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2013; you can also visit the original URL.
The file type is
This paper proposes a new approach to date extreme financial cycles. Elaborating on recent methods in extreme value theory, it elaborates an extension of the famous calculus rule to detect extreme peaks and troughs. Applied on United-States stock market since 1871, it leads to a dating of these exceptional events and calls for adequate economic policies in order to tackle them. Cet articleélabore une nouvelle méthodologie de datation des cycles financiers extrêmes. S'appuyant sur la théorie desdoi:10.3917/redp.226.0823 fatcat:dd6zqrok2zdebc23mnfi6bbcg4