On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
type: Item
instance of: scholarly article
title: On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
zbMATH Open document ID: 1420.91545
DOI: 10.1080/14697688.2018.1524154
author: Riza Demirer
author: G. Demos
author: Rangan Gupta
author: D. Sornette
published in: Quantitative Finance
publication date: 2019-09-26T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 7110463
zbMATH Keywords: financial bubble indicators
zbMATH Keywords: LPPLS model
zbMATH Keywords: Markov switching
zbMATH Keywords: predictability
zbMATH Keywords: short interest
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/14697688.2018.1524154
OpenAlex ID: W2735634402
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Wikidata QID: Q128929996
description: scientific article; zbMATH DE number 7110463