Jiang, Zhi-Qiang; Zhou, Wei-Xing; Sornette, D.; … - Department of Management, Technology and Economics …
log-periodic power law (LPPL) model has been developed as a flexible tool to detect bubbles. The LPPL model considers the … of log-periodic behavior with Lomb spectral analysis of detrended residuals and $(H, q)$-derivative of logarithmic … indexes for both bubbles. We perform unit-root tests on the residuals from the log-periodic power law model to confirm the …