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Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask
Geraskin, Petr; Fantazzini, Dean - In: The European journal of finance 19 (2013) 5/6, pp. 366-391
Persistent link: https://www.econbiz.de/10010243608
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Interpreting the movement of oil prices : driven by fundamentals or bubbles?
Zhang, Yue-jun; Yao, Ting - In: Economic modelling 55 (2016), pp. 226-240
Persistent link: https://www.econbiz.de/10011642513
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Predicting stock market crashes on the African stock markets : evidence from log-periodic power law model
Ben Yaala, Sirine; Henchiri, Jamel Eddine - In: African journal of economic and management studies 15 (2024) 3, pp. 380-401
Persistent link: https://www.econbiz.de/10015064569
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Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models
Hecq, Alain W. J.; Voisin, Elisa - In: Essays in honor of Joon Y. Park : econometric …, (pp. 209-233). 2023
Persistent link: https://www.econbiz.de/10014315310
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Managing housing bubbles in regional economies under EMU : Ireland and Spain
Conefrey, Thomas; FitzGerald, John D. - 2009
With the advent of EMU monetary policy can no longer be used to prevent housing market bubbles in regional economies … turning into bubbles did lasting damage to the two economies, damage that could have been avoided by more appropriate fiscal …
Persistent link: https://www.econbiz.de/10003880512
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Inferring fundamental value and crash nonlinearity from bubble calibration
Yan, Wanfeng; Woodard, Ryan; Sornette, Didier - 2010
of new models based on the Johansen-Ledoit-Sornette (JLS) model, which is a flexible tool to detect bubbles and predict … dynamics of a crash after a bubble. We test the models using data from three historical bubbles ending in crashes from … Shanghai Composite index 2009 crash. All results suggest that the new models perform very well in describing bubbles …
Persistent link: https://www.econbiz.de/10008797688
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Managing housing bubbles in regional economies under EMU : Ireland and Spain
Conefrey, Thomas; FitzGerald, John D. - In: National Institute economic review 211 (2010), pp. 27-44
Persistent link: https://www.econbiz.de/10008856185
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A creepy world
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
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LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the … LPPLS (log-periodic power law singularity) approach successfully diagnoses positive and negative bubbles, constructs … efficient End-of-Bubble signals for all of the well-documented bubbles, and obtains for the first time new statistical evidence …
Persistent link: https://www.econbiz.de/10011514490
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Von der Finanzkrise zur Schuldenkrise
Wittmann, Walter - In: Review of economics 62 (2011) 1, pp. 40-55
Persistent link: https://www.econbiz.de/10009236862