A stable and robust calibration scheme of the log-periodic power law model
Year of publication: |
2013
|
---|---|
Authors: | Filimonov, V. ; Sornette, D. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 17, p. 3698-3707
|
Publisher: |
Elsevier |
Subject: | JLS model | Financial bubbles | Crashes | Log-periodic power law | Fit method | Optimization |
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