On the Predictability of Stock Market Bubbles: Evidence from LPPLS Confidence Multiscale Indicators
METADATA ONLY
Loading...
Author / Producer
Date
2018-11-14
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
19 (5)
Pages / Article No.
843 - 858
Publisher
Taylor & Francis
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Financial bubble indicators; LPPLS model; Markov switching; Predictability; Short interest
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)