Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis
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References listed on IDEAS
- Sornette, Didier & Zhou, Wei-Xing, 2006. "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, vol. 22(1), pages 153-168.
- Dean Fantazzini, 2010. "Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models," Economics Bulletin, AccessEcon, vol. 30(3), pages 1833-1841.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing & Sornette, Didier & Woodard, Ryan & Bastiaensen, Ken & Cauwels, Peter, 2010. "Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 149-162, June.
- Petr Geraskin & Dean Fantazzini, 2013.
"Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask,"
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- Fantazzini, Dean & Geraskin, Petr, 2011. "Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask," MPRA Paper 47869, University Library of Munich, Germany.
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More about this item
KeywordsLog-periodic models; LPPL; Crash; Anti-Bubble; Long-term Forecasting; Out-of-sample Forecasting; GARCH; Ex-post Analysis; SP500; FED.;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G1 - Financial Economics - - General Financial Markets
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