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A stable and robust calibration scheme of the log-periodic power law model - MaRDI portal

A stable and robust calibration scheme of the log-periodic power law model (Q1673119)

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A stable and robust calibration scheme of the log-periodic power law model
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    A stable and robust calibration scheme of the log-periodic power law model (English)
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    11 September 2018
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    JLS model
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    financial bubbles
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    crashes
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    log-periodic power law
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    fit method
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    optimization
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