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Log-Periodic Power Law and Generalized Hurst Exponent Analysis in Estimating an Asset Bubble Bursting Time Cover

Log-Periodic Power Law and Generalized Hurst Exponent Analysis in Estimating an Asset Bubble Bursting Time

Financial Internet Quarterly
Volume 12 (2016): Issue 3 (October 2016)
By: Marcin Wątorek and  Bartosz Stawiarski  
Open Access
|Feb 2017

Authors

Marcin Wątorek

mwatorek@ifj.edu.pl

Poland

Bartosz Stawiarski

bstawiarski@pk.edu.pl

Poland
DOI: https://doi.org/10.1515/fiqf-2016-0001 | Journal eISSN: 2719-3454
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Language: English
Page range: 49 - 58
Submitted on: Oct 31, 2015
|
Accepted on: Sep 14, 2016
|
Published on: Feb 9, 2017
Published by: University of Information Technology and Management in Rzeszow
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
asset bubble,
crash,
Log-Periodic Power Law,
Generalized Hurst Exponent,
multifractality,
forecasting,
bursting time estimation
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 2017 Marcin Wątorek, Bartosz Stawiarski, published by University of Information Technology and Management in Rzeszow
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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