Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration

Metadata only

Author

Date

2012

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

Quantitative Finance

Volume

14(7)

Pages / Article No.

1273 - 1282

Publisher

Routledge

Subject

Financial bubbles; Crash prediction; Fundamental value; Nonlinearity; Wilks' statistics; Bootstrap; Financial modelling; Financial time series

Organisational unit

03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)

Notes

Received 23 November 2010, Revised 17 July 2011, In final form 18 July 2011.

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ETH Bibliography

yes

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