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Fearless versus fearful speculative financial bubbles
Andersen, J.V.; Sornette, D. - In: Physica A: Statistical Mechanics and its Applications 337 (2004) 3, pp. 565-585
Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies nine time series that have been previously considered as...
Persistent link: https://www.econbiz.de/10011061314
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Finance, globalisation, technology and inequality : do nonlinearities matter?
Gravina, Antonio Francesco; Lanzafame, Matteo - In: Economic modelling 96 (2021), pp. 96-110
Persistent link: https://www.econbiz.de/10012745341
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Role of access to finance for the performance of small and medium enterprises in Muhoza sector, Rwanda
Harelimana, Jean Bosco - In: Inventi impact: microfinance & banking (2017) 3, pp. 109-113
Persistent link: https://www.econbiz.de/10011808155
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Modified profile likelihood inference and interval forecast of the burst of financial bubbles
Filimonov, Vladimir; Demos, Guilherme; Heinimann, Hans … - 2016
We present a detailed methodological study of the application of the modified profile likelihood method for the calibration of nonlinear financial models characterised by a large number of parameters. We apply the general approach to the Log-Periodic Power Law Singularity (LPPLS) model of...
Persistent link: https://www.econbiz.de/10011514498
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Finite-time singularities in the dynamics of Mexican financial crises
Alvarez-Ramirez, Jose; Ibarra-Valdez, Carlos - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 1, pp. 253-268
Historically, symptoms of Mexican financial crises have been strongly reflected in the dynamics of the Mexican peso to the dollar exchange currency market. Specifically, in the Mexican financial crises during 1990's, the peso suffered significant depreciation processes, which has important...
Persistent link: https://www.econbiz.de/10010590898
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Finite-time singularity signature of hyperinflation
Sornette, D; Takayasu, H; Zhou, W.-X - In: Physica A: Statistical Mechanics and its Applications 325 (2003) 3, pp. 492-506
We present a novel analysis extending the recent work of Mizuno et al. (Physica A 308 (2002) 411) on the hyperinflations of Germany (1920/1/1–1923/11/1), Hungary (1945/4/30–1946/7/15), Brazil (1969–1994), Israel (1969–1985), Nicaragua (1969–1991), Peru (1969–1990) and Bolivia...
Persistent link: https://www.econbiz.de/10011059567
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Worldmaking and domestic tourists : critical insights from philosophical hermeneutics
Jacobsen, Damien - In: Tourism analysis : an interdisciplinary tourism & … 21 (2016) 2/3, pp. 309-324
Persistent link: https://www.econbiz.de/10011492772
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A deterministic approach for preparation of seismic hazard maps in North East India
Joshi, A.; Mohan, Kapil; Patel, R. - In: Natural Hazards 43 (2007) 1, pp. 129-146
A method of seismic zonation based on deterministic modeling of rupture plane is presented in this work. This method is … based on the modeling of finite rupture plane along identified lineaments in the region using the semi-empirical technique … deterministic modeling of the rupture is consistent with the historical seismicity map and it has been found that the epicenter of …
Persistent link: https://www.econbiz.de/10010995725
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Estimation of model parameter of Sumatra earthquake using empirical Green’s function technique and generation of hypothetical earthquake scenario for Andaman Island, India
Joshi, A.; Kumari, Pushpa; Kumar, Sushil; Sharma, M.; … - In: Natural Hazards 62 (2012) 3, pp. 1081-1108
comparison of simulated and observed waveform has been made for various possibilities of rupture parameters in terms of root mean … square error. The final rupture model supports rupture velocity of 3.0 km/s with nucleation point supporting northward … propagating rupture that coincide with high-slip asperity defined by Sorensen et al. (Bull Seism Soc Am 97:S139–S151, <CitationRef …
Persistent link: https://www.econbiz.de/10010996381
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Potential source zones for Himalayan earthquakes: constraints from spatial–temporal clusters
Mukhopadhyay, Basab; Acharyya, Anshuman; Dasgupta, Sujit - In: Natural Hazards 57 (2011) 2, pp. 369-383
moderate to large earthquakes. We assumed that the length of these clusters are indicating the possible maximum rupture lengths …
Persistent link: https://www.econbiz.de/10010996771