Demirer, Riza; Demos, Guilherme; Gupta, Rangan; Sornette, Didier
(Routledge, 2019)
We examine the predictability of positive and negative stock market bubbles via an application of the LPPLS Confidence Multi-scale Indicators to the S&P500, FTSE and NIKKEI indexes. We find that the LPPLS framework is able ...