LPPLS bubble indicators over two centuries of the S&P 500 index
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DOI: 10.1016/j.physa.2016.03.103
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- Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016. "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers 201606, University of Pretoria, Department of Economics.
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More about this item
Keywords
S&P 500; LPPL method; Stock market bubble; Forecast; Bubble indicators;All these keywords.
JEL classification:
- J16 - Labor and Demographic Economics - - Demographic Economics - - - Economics of Gender; Non-labor Discrimination
- O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
Statistics
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