Search Results - subject:"LPPL model"

Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market

Ji, Hongyun; Zhang, Han - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-15

LPPL model, incorporating innovative algorithms, is applied to the Chinese A-share market from 2018 to 2021. The starting … programming (SQP) algorithm is used to estimate the parameters of the LPPL model. The study measures and warns about structural … bubbles in the A-share market. The results demonstrate that the LPPL model with the innovative algorithm can accurately …

Persistent link: https://www.econbiz.de/10014491972

Testing for the burst of bubbles in dry bulk shipping market using log periodic power law model

Chen, Shun; Zheng, Shiyuan; Meersman, Hilde - In: Maritime business review 3 (2018) 2, pp. 128-144

Persistent link: https://www.econbiz.de/10012256269

Co-citation analysis and burst detection on financial bubbles with scientometrics approach

Zhou, Wei; Chen, Jin; Huang, Yang - In: Economic research 32 (2019) 1,3, pp. 2310-2328

Persistent link: https://www.econbiz.de/10012584279

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

Are There Rational Bubbles in REITs? New Evidence from a Complex Systems Approach

Brauers, Maximilian; Thomas, Matthias; Zietz, Joachim - In: The Journal of Real Estate Finance and Economics 49 (2014) 2, pp. 165-184

This study applies a complex systems approach to test for the presence of rational bubbles in the Equity REITs market. The applied model is based on theoretical implications of the evolution of prices under rational bubble regimes. The advantage of the approach is twofold. The model is able to...

Persistent link: https://www.econbiz.de/10010867000

Are there rational bubbles in REITs? : new evidence from a complex systems approach

Brauers, Maximilian; Thomas, Matthias; Zietz, Joachim - In: The journal of real estate finance and economics 49 (2014) 2, pp. 165-184

Persistent link: https://www.econbiz.de/10010422316