Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2011.601657
Reference56 articles.
1. Bubbles and Crashes
2. Bayesian Inference in Dynamic Econometric Models
3. Bayesian Theory
4. Speculative bubbles, crashes and rational expectations
5. A Bayesian analysis of log-periodic precursors to financial crashes
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