Liquidity crisis detection: An application of log-periodic power law structures to default prediction
Year of publication: |
2013
|
---|---|
Authors: | Wosnitza, Jan Henrik ; Denz, Cornelia |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 17, p. 3666-3681
|
Publisher: |
Elsevier |
Subject: | Log-periodic power law | Discrete scale-invariance | Econophysics | Bailout | Default estimation |
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