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Inferring fundamental value and crash nonlinearity from bubble calibration

Yan, Wanfeng; Woodard, Ryan; Sornette, Didier - 2010

nonlinearity from a bubble calibration. In addition to forecasting the time of the end of a bubble, the new models can also …, forecasting their ending times and estimating fundamental value and the crash nonlinearity. The performance of the new models is …

Persistent link: https://www.econbiz.de/10008797688

Sornette, Didier; Cauwels, Peter - 2013

Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous...

Persistent link: https://www.econbiz.de/10010257508

Corporate yield curves as predictors of future economic and financial indicators

Saar, Dan; Yagil, Yossi - In: Applied economics 47 (2015) 19/21, pp. 1997-2011

Persistent link: https://www.econbiz.de/10010513396

Do we need a global VAR model to forecast inflation and output in South Africa?

Waal, Annari de; Van Eyden, Reneé; Gupta, Rangan - In: Applied economics 47 (2015) 25/27, pp. 2649-2670

Persistent link: https://www.econbiz.de/10010519635

Directional accuracy, forecasting error and the profitability of currency trading : model-based evidence

Moosa, Imad A.; Vaz, John - In: Applied economics 47 (2015) 55/57, pp. 6191-6199

Persistent link: https://www.econbiz.de/10011381278

Forecasting the oil-gasoline price relationship : do asymmetries help?

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - In: Energy economics 46 (2014), pp. 44-56

Persistent link: https://www.econbiz.de/10011299352

Forecasting US real house price returns over 1831 - 2013 : evidence from copula models

Gupta, Rangan; Majumdar, Anandamayee - In: Applied economics 47 (2015) 46/48, pp. 5204-5213

Persistent link: https://www.econbiz.de/10011318337

Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment

Gupta, Rangan - In: Applied economics 45 (2013) 31/33, pp. 4677-4697

Persistent link: https://www.econbiz.de/10010225005

An options-based approach to forecast competing bids : evidence for Canadian takeover battles

Eichler, Stefan; Maltritz, Dominik - In: Applied economics 45 (2013) 34/36, pp. 4805-4819

Persistent link: https://www.econbiz.de/10010225365

Forecasting carbon futures volatility using GARCH models with energy volatilities

Byun, Suk Joon; Cho, Hangjun - In: Energy economics 40 (2013), pp. 207-221

Persistent link: https://www.econbiz.de/10010349571

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