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. ...