Qun Zhang

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

Guangdong University of Foreign Studies

Yushan Young Scholar

Collaborative Innovation Center for Silk Road

Guangzhou, Guangdong

China

South China University of Technology

Wushan

Guangzhou, AR Guangdong 510640

China

SCHOLARLY PAPERS

2

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SSRN CITATIONS

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CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash

Swiss Finance Institute Research Paper No. 15-31
Number of pages: 16 Posted: 22 Nov 2015
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich, ETH Zürich, ETH Zürich, Swiss Federal Institute of Technology Zurich (ETH Zurich) and ETH Zürich
Downloads 934 (26,218)
Citation 7

Abstract:

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Financial bubbles, Crashes, Probabilistic forecast, Johansen-Ledoit-Sornette model, Log-periodic power law singularity (LPPLS), Advanced warning, Chinese bubbles, Financial crisis observatory

2.

Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities

Swiss Finance Institute Research Paper No. 15-43
Number of pages: 27 Posted: 14 Oct 2015
Qun Zhang, Qunzhi Zhang and Didier Sornette
ETH Zürich, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 383 (83,457)
Citation 7

Abstract:

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Financial bubble, Log-periodic power law singularity (LPPLS), Quantile regression, Early warning signals, Time scale, Probabilistic forecast