Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
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References listed on IDEAS
- Refet S. Gürkaynak, 2008.
"Econometric Tests Of Asset Price Bubbles: Taking Stock ,"
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Wiley Blackwell, vol. 22(1), pages 166-186, February.
- Refet Gurkaynak, 2005. "Econometric Tests of Asset Price Bubbles: Taking Stock," Finance 0504008, EconWPA.
- Refet S. Gürkaynak, 2005. "Econometric tests of asset price bubbles: taking stock," Finance and Economics Discussion Series 2005-04, Board of Governors of the Federal Reserve System (U.S.).
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- Vincenzo Liberatore, 2010. "Computational LPPL Fit to Financial Bubbles," Papers 1003.2920, arXiv.org, revised Jan 2011.
- Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou, 2009. "The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations," Papers 0911.0454, arXiv.org, revised May 2010.
- Petr Geraskin & Dean Fantazzini, 2013.
"Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 19(5), pages 366-391, May.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-26 (All new papers)
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