January 2000 till May 2010. More precisely, we test for the presence of bubbles and antibubbles and try to determine whether … techniques used to model antibubbles to forecast the future behaviour of the LJSE index. Besides modelling index dynamics for the …

LPPL models have been widely used to describe the behaviour of stock prices during an endogenous bubble and to predict …

The ex-ante forecast of the SP500 index discussed in Fantazzini (2010a), covering the time sample 14/04/2009 - 09 … the SP500 index trailed the forecasted values quite well, moving inside the forecast confidence bands for over a year …/08/2010, the stock market index never returned inside the forecast confidence bands. Additional evidence is then provided to show …

-Periodic Power Law (LPPL) model for financial bubble modelling, and discusses early criticism and recent generalizations proposed to … graphical tools to diagnose financial bubbles in the making in real time. An application of this methodology to the Gold bubble …

The forecast plays an important role in the planning, the decision-making and control in any domain of activity … (univariate models), that use only the information of its past values to forecast the future, can often predict future with more … accuracy than causal or multivariate models. In this paper, we model and forecast the offensive effectiveness of the soccer …

bubbles, a bubble itself is not sufficient to cause real-side disruption. What central bankers should learn from Japan …

economics. We study whether information about imminent future dividends can abate bubbles in experimental asset markets. We find … that markets with asymmetrically informed traders have significantly smaller bubbles than markets with symmetrically … efficiency--when some traders know more than others about future dividends. This suggests that bubbles are abated when traders …