Andersen, J.V.; Sornette, D. - In: Physica A: Statistical Mechanics and its Applications 337 (2004) 3, pp. 565-585
Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies nine time series that have been previously considered as...
