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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

Open Access
|Feb 2017

References

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Language: English
Page range: 49 - 58
Submitted on: Oct 31, 2015
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Accepted on: Sep 14, 2016
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Published on: Feb 9, 2017
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 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.