Testing for financial crashes using the Log Periodic Power Law model
David S. Brée; Nathan Lael Joseph
| Year of publication: |
2013
|
|---|---|
| Authors: | Brée, David S. ; Joseph, Nathan Lael |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 287-297
|
| Subject: | Financial time series | Bubbles and crashes | Nonlinear time series | Robustness | Log Periodic Power Law | Zeitreihenanalyse | Time series analysis | Spekulationsblase | Bubbles | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Theorie | Theory | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010461550