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dc.contributor.author
Lin, L.
dc.contributor.author
Ren, R.E.
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2017-06-11T11:21:04Z
dc.date.available
2017-06-11T11:21:04Z
dc.date.issued
2014-05
dc.identifier.issn
1057-5219
dc.identifier.other
10.1016/j.irfa.2014.02.012
dc.identifier.uri
http://hdl.handle.net/20.500.11850/87098
dc.language.iso
en
dc.publisher
North-Holland
dc.subject
Rational bubbles
dc.subject
Mean reversal
dc.subject
Positive feedbacks
dc.subject
Finite-time singularity
dc.subject
Super-exponential growth
dc.subject
Bayesian analysis
dc.subject
Log-periodic power law
dc.subject
Stochastic discount factor
dc.title
The volatility-confined LPPL model
dc.type
Journal Article
ethz.title.subtitle
A consistent model of 'explosive' financial bubbles with mean-reverting residuals
ethz.journal.title
International Review of Financial Analysis
ethz.journal.volume
33
ethz.journal.abbreviated
Int. rev. financ. analy.
ethz.pages.start
210
ethz.pages.end
225
ethz.notes
Received 16 September 2013, Revised 18 February 2014, Accepted 21 February 2014, Available online 12 March 2014.
ethz.identifier.wos
ethz.identifier.nebis
004141234
ethz.publication.place
S.l.
ethz.publication.status
published
ethz.date.deposited
2017-06-11T11:24:03Z
ethz.source
ECIT
ethz.identifier.importid
imp59365221025dc35727
ethz.ecitpid
pub:137158
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T05:42:52Z
ethz.rosetta.lastUpdated
2019-01-02T06:18:22Z
ethz.rosetta.versionExported
true
ethz.COinS
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