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Applied Economics Letters Volume 19, 2012 - Issue 15
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Original Articles

Early warning indicator for financial crashes using the log periodic power law

Jeong-Ryeol Kurz-Kim Deutsche Bundesbank, Wilhelm-Epstein-Strasse 14, 60431, Frankfurt am Main, GermanyCorrespondence[email protected]
Pages 1465-1469 | Published online: 17 Jan 2012

Citations (14)

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Read on this site (3)

Bikramaditya Ghosh, Dimitris Kenourgios, Antony Francis & Suman Bhattacharyya. (2021) How well the log periodic power law works in an emerging stock market?. Applied Economics Letters 28:14, pages 1174-1180.
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Zhi-Qiang Jiang, Gang-Jin Wang, Askery Canabarro, Boris Podobnik, Chi Xie, H. Eugene Stanley & Wei-Xing Zhou. (2018) Short term prediction of extreme returns based on the recurrence interval analysis. Quantitative Finance 18:3, pages 353-370.
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John Fry. (2015) Stochastic modelling for financial bubbles and policy. Cogent Economics & Finance 3:1.
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Articles from other publishers (11)

Shangkun Deng, Yingke Zhu, Shuangyang Duan, Zhe Fu & Zonghua Liu. (2022) Stock Price Crash Warning in the Chinese Security Market Using a Machine Learning-Based Method and Financial Indicators. Systems 10:4, pages 108.
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Min Shu, Ruiqiang Song & Wei Zhu. (2021) The 2021 Bitcoin Bubbles and Crashes—Detection and Classification. Stats 4:4, pages 950-970.
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Hanwool Jang, Yena Song, Sungbin Sohn & Kwangwon Ahn. (2018) Real Estate Soars and Financial Crises: Recent Stories. Sustainability 10:12, pages 4559.
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Bingcun Dai, Fan Zhang, Domenico Tarzia & Kwangwon Ahn. (2018) Forecasting Financial Crashes: Revisit to Log-Periodic Power Law. Complexity 2018, pages 1-12.
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John Fry & Eng-Tuck Cheah. (2016) Negative bubbles and shocks in cryptocurrency markets. International Review of Financial Analysis 47, pages 343-352.
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Carlos Vladimir Rodríguez-Caballero & Oskar Knapik. (2014) Bayesian log-periodic model for financial crashes. The European Physical Journal B 87:10.
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John Fry. (2014) Multivariate bubbles and antibubbles. The European Physical Journal B 87:8.
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John Fry. (2014) Bubbles, shocks and elementary technical trading strategies. The European Physical Journal B 87:1.
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Daniel Traian Pele & Miruna Mazurencu-Marinescu. (2012) Modelling Stock Market Crashes: The Case of Bucharest Stock Exchange. Procedia - Social and Behavioral Sciences 58, pages 533-542.
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Dongshuai Zhao & Didier Sornette. (2021) Bubbles for Fama from Sornette. SSRN Electronic Journal.
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Daniel Traian Pele, Miruna Marinescu Mazurencu & Peter Nijkamp. (2013) Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets: A Case Study on the Bucharest Stock Exchange. SSRN Electronic Journal.
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