Li Lin

China Academy of Financial Research (CAFR)

1954 Huashan Road

Shanghai P.R.China, 200030

China

ETH Zurich

Zürichbergstrasse 18

Zurich, 8092

Switzerland

Beihang University (BUAA)

37 Xue Yuan Road

Beijing 100191

China

  • China Academy of Financial Research (CAFR)

  • ETH Zurich

  • Beihang University (BUAA)

SCHOLARLY PAPERS

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Scholarly Papers (1)

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A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals

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Citation 15

A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals

Swiss Finance Institute Research Paper No. 09-14
Number of pages: 35 Posted: 12 Jul 2009
Li Lin, Ruoen Ren and Didier Sornette
China Academy of Financial Research (CAFR), Beihang University (BUAA) and Risks-X, Southern University of Science and Technology (SUSTech)
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Citation 15

Abstract:

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Rational bubbles, mean reversal, positive feedbacks, finite-time singularity, superexponential growth, Bayesian analysis, log-periodic power law