crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation …-exponential bubbles interrupted by crashes …

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 …

properties for detecting bubbles. Empirical analysis using price-dividend ratios of S&P500 highlights the advantages of our …

Inspired by the question of identifying the start time τ of financial bubbles, we address the calibration of time …. Applied to synthetic models of financial bubbles with a well-defined transition regime and to a number of financial time …-defined reasonable determinations of the starting times for major bubbles such as the bubbles ending with the 1987 Black-Monday, the 2008 …

properties for detecting bubbles. Empirical analysis using price-dividend ratios of S&P500 highlights the advantages of our …

economic, marketing, and operations management research. While these bubbles may form because of specific physical or … rewards, offset by rising risk of loss with increased speculation, that drives the formation of these bubbles. In other words … these bubbles. The comparison of a current state of a system with some expected state to minimize resultant distance in …

) model, which characterizes financial bubbles as super-exponential growth (or decay) of an asset price superimposed with … illustrate this approach on a sample of positive and negative bubbles in the Bitcoin historical price …

are common among them. Having established the conditions under which common bubbles are present within the class of mixed …