On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341)

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scientific article; zbMATH DE number 7110463
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On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
scientific article; zbMATH DE number 7110463

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    On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (English)
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    26 September 2019
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    financial bubble indicators
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    LPPLS model
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    Markov switching
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    predictability
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    short interest
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