Pages that link to "Item:Q1859760"
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The following pages link to Predicting critical crashes? A new restriction for the free variables (Q1859760):
Displaying 12 items.
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- A stable and robust calibration scheme of the log-periodic power law model (Q1673119) (← links)
- Detecting log-periodicity in a regime-switching model of stock returns (Q3605233) (← links)
- Modified profile likelihood inference and interval forecast of the burst of financial bubbles (Q4555130) (← links)
- Mini flash crashes: Review, taxonomy and policy responses (Q4998377) (← links)
- Inferring fundamental value and crash nonlinearity from bubble calibration (Q5245465) (← links)
- A Bayesian analysis of log-periodic precursors to financial crashes (Q5475309) (← links)
- NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES (Q5699954) (← links)
- Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
- Prediction accuracy and sloppiness of log-periodic functions (Q5746761) (← 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)
