Modified profile likelihood inference and interval forecast of the burst of financial bubbles
Metadata only
Date
2017Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Quantitative FinanceVolume
Pages / Article No.
Publisher
RoutledgeSubject
Financial bubbles; Crashes; Inference; Nuisance parameters; Modified profile likelihood; Nonlinear regression; JLS model; Log-periodic power law; Finite time singularity: Nonlinear optimizationOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
More
Show all metadata