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  • Search: subject:"LPPL method"
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Subject
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Aktienindex 1 Aktienmarkt 1 Bubbles 1 Börsenkurs 1 Economic indicator 1 Forecasting model 1 Index 1 Index number 1 LPPL method 1 Prognoseverfahren 1 S&P 500 1 Share price 1 Spekulationsblase 1 Stock index 1 Stock market 1 Theorie 1 Theory 1 Wirtschaftsindikator 1 bubble indicators 1 forecast 1 stock market bubble 1
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Undetermined 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
Author
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Balcilar, Mehmet 1 Gupta, Rangan 1 Ozdemir, Zeynel Abidin 1 Sornette, Didier 1 Yetkiner, İbrahim Hakan 1 Zhang, Qunzhi 1
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Research paper series / Swiss Finance Institute 1
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ECONIS (ZBW) 1
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LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data covering the period from August 1791 to August...
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