A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model
Year of publication: |
2012
|
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Authors: | Filimonov, Vladimir |
Other Persons: | Sornette, Didier (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (20 p) |
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Series: | RC Working Paper ; No. 11-002 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 8, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2190784 [DOI] |
Classification: | G01 - Financial Crises ; G17 - Financial Forecasting ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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