Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114): Difference between revisions

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+CRASHES AS CRITICAL POINTS
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+-2003 real estate bubble in the UK but not in the USA
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+DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
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+More on a statistical analysis of log-periodic precursors to financial crashes
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+A statistical analysis of log-periodic precursors to financial crashes<sup>*</sup>
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+Significance of log-periodic precursors to financial crashes
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+NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
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+Q4429832
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+The US 2000‐2002 market descent: How much longer and deeper?
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+Detecting log-periodicity in a regime-switching model of stock returns
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+Predicting critical crashes? A new restriction for the free variables
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+A Bayesian analysis of log-periodic precursors to financial crashes
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+Critical market crashes
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+Q4521593
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+Scatter Search and Local NLP Solvers: A Multistart Framework for Global Optimization
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+A stable and robust calibration scheme of the log-periodic power law model
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+Q4125587
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+Log-periodic self-similarity: an emerging financial law?
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