Testing for financial crashes using the Log Periodic Power Law model
Year of publication: |
2013
|
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Authors: | Brée, David S. ; Joseph, Nathan Lael |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 287-297
|
Subject: | Financial time series | Bubbles and crashes | Nonlinear time series | Robustness | Log Periodic Power Law | Theorie | Theory | Finanzkrise | Financial crisis | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Spekulationsblase | Bubbles | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process |
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