On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Riza Demirer, Guilherme Demos, Rangan Gupta and Didier Sornette
| Year of publication: |
2019
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|---|---|
| Authors: | Demirer, Rıza ; Demos, Guilherme ; Gupta, Rangan ; Sornette, Didier |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 5, p. 843-858
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| Subject: | Financial bubble indicators | LPPLS model | Markov switching | Predictability | Short interest | Spekulationsblase | Bubbles | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Wirtschaftsindikator | Economic indicator | Börsenkurs | Share price | Prognose | Forecast | Finanzkrise | Financial crisis | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1524154 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194719