Pages that link to "Item:Q4555130"
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The following pages link to Modified profile likelihood inference and interval forecast of the burst of financial bubbles (Q4555130):
Displaying 4 items.
- Comparing nested data sets and objectively determining financial bubbles' inceptions (Q2159130) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)
