Pages that link to "Item:Q3605233"
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The following pages link to Detecting log-periodicity in a regime-switching model of stock returns (Q3605233):
Displaying 9 items.
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- A stable and robust calibration scheme of the log-periodic power law model (Q1673119) (← links)
- Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
- Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
- Bayesian Value-at-Risk with product partition models (Q2869966) (← links)
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)
- Bubbles, shocks and elementary technical trading strategies (Q6176847) (← links)
- Multivariate bubbles and antibubbles (Q6176908) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)
