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Testing for financial crashes using the Log Periodic Power Law model
David S. Brée, Nathan L. Joseph
Accounting
Aston Business School
Economics, Finance and Entrepreneurship
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Keyphrases
Crash
40%
Financial Crashes
100%
Financial Markets
20%
Hang Seng Index
20%
Hanging
20%
Large Markets
20%
Log-periodic Power Law
100%
Market Bubbles
20%
Martingale Problem
20%
Parameter Values
20%
SEng
20%
Stock Market Index
20%
Economics, Econometrics and Finance
Financial Market
100%
Stock Index
100%
Engineering
Log Periodic
100%
Power Law Model
100%
Social Sciences
Financial Market
100%
Stock Market
100%
Mathematics
Hang Seng Index
25%
Power Law
25%
Power Law Model
100%
Stock Market
25%
Earth and Planetary Sciences
Financial Market
20%
Percolation
20%
Power Law
100%
Stock Market
20%