Showing 1 - 10 of 113
Persistent link: https://www.econbiz.de/10012612446
Persistent link: https://www.econbiz.de/10011812892
Persistent link: https://www.econbiz.de/10012614790
Persistent link: https://www.econbiz.de/10011995922
Persistent link: https://www.econbiz.de/10011610616
We closely examine and compare two promising techniques helpful in estimating the moment an asset bubble bursts. Namely, the Log-Periodic Power Law model and Generalized Hurst Exponent approaches are considered. Sequential LPPL fitting to empirical financial time series exhibiting evident bubble...
Persistent link: https://www.econbiz.de/10011616763
Persistent link: https://www.econbiz.de/10011581493
Persistent link: https://www.econbiz.de/10012198909
Persistent link: https://www.econbiz.de/10011914499
Persistent link: https://www.econbiz.de/10010482077