Pages that link to "Item:Q1673114"
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The following pages link to Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114):
Displaying 6 items.
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies (Q1620593) (← links)
- Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
- Liquidity and CDS premiums on European companies around the subprime crisis (Q1937844) (← links)
- (Q3572727) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)