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A stable and robust calibration scheme of the log-periodic power law model
9 references·15 citing·34 second hop
A stable and robust calibration scheme of the log-periodic power law model (2013)A stable and robust calibration scheme of…Manias, panics and crashes: a history of financial crises (2012)Manias, panics and crashes: a…Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles (2010)Bubble diagnosis and predicti…The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)The 2006–2008 oil bubble: Evi…Is there a real-estate bubble in the US? (2005)Is there a real-estate bubble…Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…Significance of log-periodic precursors to financial crashes (2001)Significance of log-periodic …CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSPredicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …THE REAL SECTOR OF THE ECONOMY OF THE KOMI REPUBLIC IN MODERN CONDITIONS (2024)THE REAL SECTOR OF THE ECONOM…Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (2023)Monetary policy and bubbles i…Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries (2023)Investor sentiment and multi-…Speculative bubbles and herding in cryptocurrencies (2022)Speculative bubbles and herdi…Deconstruction of the Green Bubble during COVID-19 International Evidence (2022)Deconstruction of the Green B…Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach (2021)Impact of COVID-19 pandemic o…Real-time prediction of Bitcoin bubble crashes (2020)Real-time prediction of Bitco…Co-Citation Analysis and Burst Detection on Financial Bubbles with Scientometrics Approach (2019)Co-Citation Analysis and Burs…Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model (2019)Are Bitcoin bubbles predictab…The oil price crash in 2014/15: Was there a (negative) financial bubble? (2016)The oil price crash in 2014/1…Birth or burst of financial bubbles: which one is easier to diagnose? (2016)Birth or burst of financial b…Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data (2015)Apparent criticality and cali…The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals (2014)The volatility-confined LPPL …Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2013)Clarifications to questions a…Shocks, Crashes and Bubbles in Financial Markets (2010)Shocks, Crashes and Bubbles i…What Moves Stock Prices? (1988)Efficient Capital Markets: II (1991)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)A case study of speculative financial bubbles in the South African stock market 2003–2006 (2008)Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018 (2019)Corporate Conservatism and Relative Compensation (1995)Discrete hierarchical organization of social group sizes (2005)Negative bubbles and shocks in cryptocurrency markets (2016)Social physics (2022)Multiscale characteristics of the emerging global cryptocurrency marketStock Market Crashes, Precursors and Replicas (1996)Financial Bubbles: Mechanisms and Diagnostics (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Physical approach to complex systems (2012)The variation of certain speculative prices (1997)Inverse cubic law for the distribution of stock price variations (1998)Predictability of large future changes in major financial indices (2005)Speculative bubbles, crashes and rational expectations (1979)ARCH modeling in finance (1992)Dragon-Kings, Black Swans and the Prediction of Crises (2009)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask (2011)A Mathematical Theory of Financial Bubbles (2013)Dragon-Kings, Black Swans and the Prediction of Crises (2009)Explaining crude oil prices using fundamental measures (2011)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)An Analytic Network Process model for financial-crisis forecasting (2003)Financial stress and economic contractions (2010)
this work references cited by second hop

References

  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 2012Manias, panics and crashes: a history of financial crises440 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 2009The 2006–2008 oil bubble: Evidence of speculation, and prediction230 cited
  • 2001Significance of log-periodic precursors to financial crashes225 cited
  • 2010Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles221 cited
  • 2005Is there a real-estate bubble in the US?213 cited

Cited by

  • 2010Shocks, Crashes and Bubbles in Financial Markets137 cited
  • 2016The oil price crash in 2014/15: Was there a (negative) financial bubble?111 cited
  • 2015Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data111 cited
  • 2019Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model103 cited
  • 2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach89 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2014The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals87 cited
  • 2022Speculative bubbles and herding in cryptocurrencies78 cited
  • 2020Real-time prediction of Bitcoin bubble crashes78 cited
  • 2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model75 cited
  • 2019Co-Citation Analysis and Burst Detection on Financial Bubbles with Scientometrics Approach39 cited
  • 2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries37 cited
  • 2016Birth or burst of financial bubbles: which one is easier to diagnose?34 cited
  • 2022Deconstruction of the Green Bubble during COVID-19 International Evidence30 cited
  • 2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development26 cited
  • 2024THE REAL SECTOR OF THE ECONOMY OF THE KOMI REPUBLIC IN MODERN CONDITIONS1 cited