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  • Search: subject:"Bubble forecasting"
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Year of publication
Subject
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Aktienmarkt 1 Anti-Bubble 1 Bubble 1 Bubble Burst 1 Bubble forecasting 1 Bubble modelling 1 Bubbles 1 Börsenkurs 1 Crash 1 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 Forecasting 1 Forecasting model 1 GARCH 1 Gold 1 LPPL 1 Log-periodic models 1 Prognoseverfahren 1 Share price 1 Spekulationsblase 1 Stock market 1 Theorie 1 Theory 1 asset price dynamics 1 bubble forecasting 1 financial crisis 1 log-periodic power law model (LPPL-model) 1 stock market crash 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Fantazzini, Dean 1 Geraskin, Petr 1 Gustavsson, Marcus 1 Levén, Daniel 1 Sjögren, Hans 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Financial history review 1 MPRA Paper 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask
Fantazzini, Dean; Geraskin, Petr - Volkswirtschaftliche Fakultät, … - 2011
Sornette et al. (1996), Sornette and Johansen (1997), Johansen et al. (2000) and Sornette (2003a) proposed that, prior to crashes, the mean function of a stock index price time series is characterized by a power law decorated with log-periodic oscillations, leading to a critical point that...
Persistent link: https://www.econbiz.de/10011113835
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Cover Image
The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets
Gustavsson, Marcus; Levén, Daniel; Sjögren, Hans - In: Financial history review 23 (2016) 2, pp. 193-217
Persistent link: https://www.econbiz.de/10011585598
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