particular the occurrence of bubble-crash pricing patterns. In each session, six subjects trade in three successive market rounds …

more than two decades, we show that a LPPLS-based “bubble confidence indicator” allows one to diagnose ex-ante the presence … of a bubble. Using superposed epoch analysis, we find an excellent timing performance of price regime shifts, and more so …, the larger the bubble confidence indicator. Moreover, we identify two classes of regime shifts following an accelerated …

empirical financial time series exhibiting evident bubble behavior is presented. Estimating the critical crash-time works …We closely examine and compare two promising techniques helpful in estimating the moment an asset bubble bursts. Namely …