Inferring fundamental value and crash nonlinearity from bubble calibration

Quantitative Finance

Volumn 14, Issue 7, 2014, Pages 1273-1282

  Yan, Wanfeng ^a   Woodard, Ryan ^a   Sornette, Didier ^a,b  

^a ETH ZURICH   (Switzerland)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Bootstrap; Crash prediction; Financial bubbles; Financial modelling; Financial time series; Fundamental value; Nonlinearity; Wilks' statistics

Indexed keywords

EID: 84902572974     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2011.606824     Document Type: Article

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