On the Predictability of Stock Market Bubbles: Evidence from LPPLS Confidence Multiscale Indicators - Research Collection

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Author

Demos, Guilherme

Sornette, Didier

Date

2018-11-14

Type

Journal Article

Citations

Cited 26 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1080/14697688.2018.1524154

Journal / series

Quantitative Finance

Volume

19(5)

Pages / Article No.

843 - 858

Publisher

Taylor & Francis

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)

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Citations

Cited 26 times in Scopus

ETH Bibliography

yes

Altmetrics