The volatility-confined LPPL model

A consistent model of 'explosive' financial bubbles with mean-reverting residuals
Thumbnail
Metadata only
Author
Lin, L.
Ren, R.E.
Sornette, Didier
Date
2014-05
Type
    Journal Article
Publication status
published
External links
Search via SFX
Journal / series
International Review of Financial Analysis
Volume
33
Pages / Article No.
210 - 225
Publisher
North-Holland
Subject
Rational bubbles; Mean reversal; Positive feedbacks; Finite-time singularity; Super-exponential growth; Bayesian analysis; Log-periodic power law; Stochastic discount factor
Notes
Received 16 September 2013, Revised 18 February 2014, Accepted 21 February 2014, Available online 12 March 2014.
More
Show all metadata
Citations
Cited 22 times in Web of Science
ETH Bibliography
yes
Altmetrics