Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study
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References listed on IDEAS
- Kemna, A. G. Z. & Vorst, A. C. F., 1990. "A pricing method for options based on average asset values," Journal of Banking & Finance, Elsevier, vol. 14(1), pages 113-129, March.
- Jiri Hoogland & Dimitri Neumann, 1999. "Scale invariance and contingent claim pricing," Finance 9907002, EconWPA.
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- Sindhuja Ranganathan & Mikko Kivela & Juho Kanniainen, 2017. "Dynamics of Investor Spanning Trees Around Dot-Com Bubble," Papers 1708.04430, arXiv.org.
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KeywordsMarket bubbles and crashes; emerging markets; log-periodic power laws;
- G - Financial Economics
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