Petr Geraskin

National Research University Higher School of Economics

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

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Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask

European Journal of Finance, Forthcoming
Number of pages: 35 Posted: 01 Feb 2011
Dean Fantazzini and Petr Geraskin
Moscow School of Economics, Moscow State University and National Research University Higher School of Economics
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Citation 16

Abstract:

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Log-periodic models, LPPL, Crash, Bubble, Anti-Bubble, GARCH, Forecasting, Gold