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dc.contributor.author
Ardila, Diego
dc.contributor.author
Sanadgol, Dorsa
dc.contributor.author
Cauwels, Peter
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2017-07-17T14:57:52Z
dc.date.available
2017-06-12T10:22:05Z
dc.date.available
2017-07-17T14:57:52Z
dc.date.issued
2017
dc.identifier.issn
1469-7688
dc.identifier.issn
1469-7696
dc.identifier.other
10.1080/14697688.2016.1207796
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/119125
dc.language.iso
en
en_US
dc.publisher
Routledge
en_US
dc.subject
Real estate bubbles
en_US
dc.subject
Diffusion indices
en_US
dc.subject
Log Periodic Power Law Singular LPPLS
en_US
dc.subject
Hybrid models
en_US
dc.subject
House price forecasting
en_US
dc.subject
Monitoring forecasting
en_US
dc.subject
Non-linear time series
en_US
dc.title
Identification and critical time forecasting of real estate bubbles in the USA
en_US
dc.type
Journal Article
dc.date.published
2016-08-01
ethz.journal.title
Quantitative Finance
ethz.journal.volume
17
en_US
ethz.journal.issue
4
en_US
ethz.pages.start
613
en_US
ethz.pages.end
631
en_US
ethz.code.jel
C2 - Single Equation Models; Single Variables::C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
en_US
ethz.code.jel
C5 - Econometric Modeling::C51 - Model Construction and Estimation
en_US
ethz.code.jel
C5 - Econometric Modeling::C53 - Forecasting and Prediction Methods; Simulation Methods
en_US
ethz.code.jel
E3 - Prices, Business Fluctuations, and Cycles::E31 - Price Level; Inflation; Deflation
en_US
ethz.code.jel
E3 - Prices, Business Fluctuations, and Cycles::E37 - Forecasting and Simulation: Models and Applications
en_US
ethz.notes
Published online by Taylor & Francis
en_US
ethz.grant
Real Estate Bubbles: Emergence, Deflation, Propagation, and Systemic Risk
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
004152665
ethz.publication.place
London
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.grant.agreementno
160305
ethz.grant.fundername
SNF
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
Projekte GSW
ethz.date.deposited
2017-06-12T10:28:50Z
ethz.source
ECIT
ethz.identifier.importid
imp5936549aa2d8317639
ethz.ecitpid
pub:181124
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-17T14:58:00Z
ethz.rosetta.lastUpdated
2023-02-06T14:24:35Z
ethz.rosetta.versionExported
true
ethz.COinS
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