Tracking Financial Bubbles On Romania Stock Market
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- Daniel T. Pele, 2012. "An Lppl Algorithm For Estimating The Critical Time Of A Stock Market Bubble," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 1(2), pages 14-22, DECEMBER.
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"Crashes As Critical Points,"
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- Johansen, Anders & Ledoit, Olivier & Sornette, Didier, 1998. "Crashes at Critical Points," University of California at Los Angeles, Anderson Graduate School of Management qt2s77r0rk, Anderson Graduate School of Management, UCLA.
- Petr Geraskin & Dean Fantazzini, 2013.
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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
Keywordsfinancial bubble; financial modeling; log-periodic power law; stock market;
All these keywords.
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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