Narrow search
Showing 1 - 2 of 2
Cover Image
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
Cover Image
Clarifications to questions and criticisms on the Johansen-Ledoit-Sornette bubble model
Sornette, Didier; Woodard, Ryan; Yan, Wanfeng; Zhou, … - 2011
The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbles and crashes. It has been applied successfully to a large variety of financial bubbles in many different markets....
Persistent link: https://www.econbiz.de/10009273112