A stable and robust calibration scheme of the log-periodic power law model
- 1 September 2013
- journal article
- Published by Elsevier BV in Physica A: Statistical Mechanics and its Applications
- Vol. 392 (17), 3698-3707
- https://doi.org/10.1016/j.physa.2013.04.012
Abstract
No abstract availableKeywords
Other Versions
This publication has 29 references indexed in Scilit:
- Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble ModelSSRN Electronic Journal, 2011
- Prediction Accuracy and Sloppiness of Log-Periodic FunctionsSSRN Electronic Journal, 2010
- Detecting log-periodicity in a regime-switching model of stock returnsQuantitative Finance, 2008
- A Bayesian analysis of log-periodic precursors to financial crashesQuantitative Finance, 2006
- Evidence of log-periodicity in corporate bond spreadsPhysica A: Statistical Mechanics and its Applications, 2004
- Significance of log-periodic precursors to financial crashesQuantitative Finance, 2001
- A statistical analysis of log-periodic precursors to financial crashes*Quantitative Finance, 2001
- Artifactual log‐periodicity in finite size data: Relevance for earthquake aftershocksJournal of Geophysical Research, 2000
- Visualizing the log-periodic pattern before crashesZeitschrift für Physik B Condensed Matter, 1999
- A genetic algorithm approach to curve fittingInternational Journal of Production Research, 1995