The volatility-confined LPPL model
Metadata only
Date
2014-05Type
- Journal Article
Publication status
publishedExternal links
Journal / series
International Review of Financial AnalysisVolume
Pages / Article No.
Publisher
North-HollandSubject
Rational bubbles; Mean reversal; Positive feedbacks; Finite-time singularity; Super-exponential growth; Bayesian analysis; Log-periodic power law; Stochastic discount factorNotes
Received 16 September 2013, Revised 18 February 2014, Accepted 21 February 2014, Available online 12 March 2014.More
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