Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model
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Publication:6604373
DOI10.1002/WICS.1649zbMATH Open1545.62132MaRDI QIDQ6604373
Publication date: 12 September 2024
Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)
S\&P 500bubble indicatorfinancial bubble and crashJohansen-Ledoit-Sornette (JLS) modellog-periodic power law singularity (LPPLS) model
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