Identification and critical time forecasting of real estate bubbles in the USA

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Author
Ardila, Diego
Sanadgol, Dorsa
Cauwels, Peter
Sornette, Didier
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Date
2017
Type
    Journal Article
Publication status
published
External links
Journal / series
Quantitative Finance
Volume
17(4)
Pages / Article No.
613 - 631
Publisher
Routledge
Subject
Real estate bubbles; Diffusion indices; Log Periodic Power Law Singular LPPLS; Hybrid models; House price forecasting; Monitoring forecasting; Non-linear time series
Organisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)  
Funding
160305 - Real Estate Bubbles: Emergence, Deflation, Propagation, and Systemic Risk (SNF)
Notes
Published online by Taylor & Francis
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Citations
Cited 5 times in Scopus
ETH Bibliography
yes
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