A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model-Reference-Cited by-同舟云学术

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A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model

Published:2011 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Filimonov Vladimir,Sornette Didier

Publisher

Elsevier BV

Reference26 articles.

1. Financial bubbles, real estate bubbles, derivative bubbles, and the financial and economic crisis;D Sornette;Proceedings of APFA7 (Applications of Physics in Financial Analysis),2010

2. Manias, Panics and Crashes

3. Predicting financial crashes using discrete scale invariance

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective;Computational Economics;2012-11-27

2. Crashes and High Frequency Trading;SSRN Electronic Journal;2011

3. Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model;SSRN Electronic Journal;2011

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