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The Volatility-Confined LPPL Model: A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals

The Volatility-Confined LPPL Model: A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals

AuthorD. Sornette, L. Lin, R. Ren
JournalInternational Review of Financial Analysis
Date1 jan. 2014
CatégorieAcademic Publications
Volumevol. 33, pp 210-225

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