Browsing Economic and Management Sciences by Author "Zhang, Qunzhi"

Browsing Economic and Management Sciences by Author "Zhang, Qunzhi"

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  • LPPLS bubble indicators over two centuries of the S&P 500 index 
    Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; Gupta, Rangan; Ozdemir, Zeynel Abidin; Yetkiner, Hakan (Elsevier, 2016-09)
    The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. ...