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Liquidity crisis detection: an application of log-periodic power law structures to default prediction - MaRDI portal

Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114)

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scientific article; zbMATH DE number 6935143
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Liquidity crisis detection: an application of log-periodic power law structures to default prediction
scientific article; zbMATH DE number 6935143

    Statements

    Liquidity crisis detection: an application of log-periodic power law structures to default prediction (English)
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    11 September 2018
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    log-periodic power law
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    discrete scale-invariance
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    econophysics
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    bailout
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    default estimation
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