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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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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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Von der Finanzkrise zur Schuldenkrise
Wittmann, Walter - In: Review of economics 62 (2011) 1, pp. 40-55
Persistent link: https://www.econbiz.de/10009236862
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Which way for the stock market?
Shiller, Robert J.; Siegel, Jeremy J. - 2002
Persistent link: https://www.econbiz.de/10002244456
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The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
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Regime-basierte Modellansätze zur Identifikation periodisch platzender Vermögenspreisblasen
Anaswah, Nael al- - 2007
Persistent link: https://www.econbiz.de/10013432024
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Speculative bubbles in agricultural commodity markets
Gutierrez, Luciano - In: European review of agricultural economics : ERAE 40 (2013) 2, pp. 217-238
Persistent link: https://www.econbiz.de/10009734038
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Capital flow surges as bubbles : behavioral finance and McKinnon's over-borrowing syndrome extended
Efremidze, Levan; Rutledge, John; Willett, Thomas D. - In: The Singapore economic review : journal of the Economic … 61 (2016) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10011610606
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Are there periodically collapsing bubble behaviours in the global coffee market?
Wang, Kai-Hua; Su, Chi-Wei; Tao, Ran; Hao, Lin-Na - In: Agrekon 59 (2020) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10012177597
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Financialization and speculative bubbles : international evidence
Ahmed, Ehsan; Rosser, John Barkley; Uppal, Jamshed Y. - 2017
Persistent link: https://www.econbiz.de/10011748499