Modified profile likelihood inference and interval forecast of the burst of financial bubbles
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Author / Producer
Date
2017
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
17 (8)
Pages / Article No.
1167 - 1186
Publisher
Routledge
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Financial bubbles; Crashes; Inference; Nuisance parameters; Modified profile likelihood; Nonlinear regression; JLS model; Log-periodic power law; Finite time singularity: Nonlinear optimization
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)