Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
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Other versions of this item:
- Wanfeng Yan & Ryan Woodard & Didier Sornette, 2014. "Inferring fundamental value and crash nonlinearity from bubble calibration," Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1273-1282, July.
References listed on IDEAS
- Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2010.
"Diagnosis and Prediction of Market Rebounds in Financial Markets,"
Swiss Finance Institute Research Paper Series
10-15, Swiss Finance Institute.
- Wanfeng Yan & Ryan Woodard & Didier Sornette, 2010. "Diagnosis and Prediction of Market Rebounds in Financial Markets," Papers 1003.5926, arXiv.org, revised Mar 2011.
- Li LIN & Ruo En REN & Didier SORNETTE, 2009. "A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals," Swiss Finance Institute Research Paper Series 09-14, Swiss Finance Institute.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jan-Christian Gerlach & Jerome Kreuser & Didier Sornette, 2020. "Awareness of crash risk improves Kelly strategies in simulated financial time series," Papers 2004.09368, arXiv.org.
- Jerome L Kreuser & Didier Sornette, 2017. "Super-Exponential RE Bubble Model with Efficient Crashes," Swiss Finance Institute Research Paper Series 17-33, Swiss Finance Institute.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets," MPRA Paper 49921, University Library of Munich, Germany.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-12-04 (Econometrics)
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