Jiang, Zhi-Qiang; Zhou, Wei-Xing; Sornette, Didier; … - 2009
logperiodic power law (LPPL) model has been developed as a flexible tool to detect bubbles. The LPPL model considers the faster …-than-exponential (power law with finite-time singularity) increase in asset prices decorated by accelerating oscillations as the main …-periodic power law model to confirm the Ornstein-Uhlenbeck property of bounded residuals, in agreement with the consistent model of …