On the Predictability of Stock Market Bubbles : Evidence from LPPLS ConfidenceTM Multi-Scale Indicators
Year of publication: |
2018
|
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Authors: | Demirer, Riza |
Other Persons: | Demos, Guilherme (contributor) ; Gupta, Rangan (contributor) ; Sornette, Didier (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Spekulationsblase | Bubbles | Theorie | Theory | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Wirtschaftsindikator | Economic indicator | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3076609 [DOI] |
Classification: | C13 - Estimation ; c58 ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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