A stable and robust calibration scheme of the log-periodic power law model (Q1673119)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A stable and robust calibration scheme of the log-periodic power law model |
scientific article |
Statements
A stable and robust calibration scheme of the log-periodic power law model (English)
0 references
11 September 2018
0 references
JLS model
0 references
financial bubbles
0 references
crashes
0 references
log-periodic power law
0 references
fit method
0 references
optimization
0 references