Liquidity crisis detection: an application of log-periodic power law structures to default prediction
type: Item
instance of: scholarly article
title: Liquidity crisis detection: an application of log-periodic power law structures to default prediction
zbMATH Open document ID: 1402.91971
author: Jan Henrik Wosnitza
author: Cornelia Denz
published in: Physica A
publication date: 2018-09-11T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6935143
zbMATH Keywords: log-periodic power law
zbMATH Keywords: discrete scale-invariance
zbMATH Keywords: econophysics
zbMATH Keywords: bailout
zbMATH Keywords: default estimation
Wikidata QID: Q58920638
describes a project that uses: fmincon
MaRDI profile type: Publication
full work available at URL: j.physa.2013.04.009
OpenAlex ID: W2116640959
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DOI: 10.1016/J.PHYSA.2013.04.009
description: scientific article; zbMATH DE number 6935143