The volatility-confined LPPL model : a consistent model of "explosive" financial bubbles with mean-reverting residuals
L. Lin; R. E. Ren; D. Sornette
| Year of publication: |
2014
|
|---|---|
| Authors: | Lin, Li ; Ren, R. E. ; Sornette, Didier |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 33.2014, p. 210-225
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| Subject: | Rational bubbles | Mean reversal | Positive feedbacks | Finite-time singularity | Super-exponential growth | Bayesian analysis | Log-periodic power law | Stochastic discount factor | Spekulationsblase | Bubbles | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income | Mean Reversion | Mean reversion | Diskontierung | Discounting | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010520461