Pages that link to "Item:Q5245465"
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The following pages link to Inferring fundamental value and crash nonlinearity from bubble calibration (Q5245465):
Displaying 3 items.
- Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices (Q484021) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)