Pages that link to "Item:Q1673119"
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The following pages link to A stable and robust calibration scheme of the log-periodic power law model (Q1673119):
Displaying 10 items.
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- Comparing nested data sets and objectively determining financial bubbles' inceptions (Q2159130) (← links)
- Limit theorems for nearly unstable Hawkes processes (Q2341626) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles (Q4555130) (← links)
- The JLS model with ARMA/GARCH errors (Q4597483) (← links)
- Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data (Q4619496) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
- Dissecting the 2015 Chinese stock market crash (Q6543888) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)
