Pages that link to "Item:Q978701"
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The following pages link to The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (Q978701):
Displaying 7 items.
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition (Q2148181) (← links)
- Early warnings indicators of financial crises via auto regressive moving average models (Q2198492) (← links)
- The JLS model with ARMA/GARCH errors (Q4597483) (← links)
- Иерархическая модель финансовых крахов Джохансена - Сорнетта и еe ультраметрическое обобщение (Q4959808) (← links)
- Prediction accuracy and sloppiness of log-periodic functions (Q5746761) (← links)
- Bayesian log-periodic model for financial crashes (Q6176868) (← links)