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  • Search: subject:"LPPLS Model"
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Year of publication
Subject
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Bubbles 4 Spekulationsblase 4 Börsenkurs 3 LPPLS model 3 Share price 3 Financial crisis 2 Finanzkrise 2 Forecasting model 2 Price bubble 2 Prognoseverfahren 2 Risiko 2 Risk 2 Theorie 2 Theory 2 Aktienindex 1 Aktienmarkt 1 Confidence Indicator 1 Crashes 1 Dynamic Risk Management 1 Economic indicator 1 Energiemarkt 1 Energy market 1 Financial Bubbles 1 Financial bubble indicators 1 Financial market 1 Finanzmarkt 1 Forecast 1 Forecasting 1 Geldpolitik 1 Geopolitical risk 1 Geopolitics 1 Geopolitik 1 Gold 1 Inflation 1 LPPLS Model 1 Markov chain 1 Markov switching 1 Markov-Kette 1 Monetary policy 1 Monetary policy uncertainty 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 4
Author
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Liang, Chao 2 Sornette, Didier 2 Cao, Yang 1 Demirer, Rıza 1 Demos, Guilherme 1 Dong, Dayong 1 Gerlach, Jan-Christian 1 Gupta, Rangan 1 Yang, Jinyu 1 Zhao, Dongshuai 1 Zhou, Haonan 1
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Published in...
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Energy economics 1 Quantitative finance 1 Research paper series / Swiss Finance Institute 1 Review of accounting & finance 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
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Geopolitical risk and gold price bubbles
Zhou, Haonan; Liang, Chao - In: Review of accounting & finance 24 (2025) 3, pp. 353-374
Persistent link: https://www.econbiz.de/10015421614
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Monetary policy uncertainty and the price bubbles in energy markets
Yang, Jinyu; Dong, Dayong; Liang, Chao; Cao, Yang - In: Energy economics 133 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015049522
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Forecasting financial crashes : a dynamic risk management approach
Gerlach, Jan-Christian; Zhao, Dongshuai; Sornette, Didier - 2020
risk that should accurately be estimated is crash risk.This article applies the Log-Periodic Power Law Singularity (LPPLS …) model of endogenous asset price bubbles to monitor crash risk. The model is calibrated to 15 years market history for five …
Persistent link: https://www.econbiz.de/10012419688
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On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza; Demos, Guilherme; Gupta, Rangan; … - In: Quantitative finance 19 (2019) 5, pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
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