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Financial Internet Quarterly
Volume 12 (2016): Issue 3 (October 2016)
Open Access
Log-Periodic Power Law and Generalized Hurst Exponent Analysis in Estimating an Asset Bubble Bursting Time
Marcin Wątorek
Marcin Wątorek
and
Bartosz Stawiarski
Bartosz Stawiarski
| Feb 09, 2017
Financial Internet Quarterly
Volume 12 (2016): Issue 3 (October 2016)
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Published Online:
Feb 09, 2017
Page range:
49 - 58
Received:
Oct 31, 2015
Accepted:
Sep 14, 2016
DOI:
https://doi.org/10.1515/fiqf-2016-0001
Keywords
asset bubble
,
crash
,
Log-Periodic Power Law
,
Generalized Hurst Exponent
,
multifractality
,
forecasting
,
bursting time estimation
© 2017
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.