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Quantitative Finance Volume 17, 2017 - Issue 5
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Birth or burst of financial bubbles: which one is easier to diagnose?

G. DemosDepartment of Management, Technology and Economics, ETH Zürich, Zürich, Switzerland.Correspondence[email protected]
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D. SornetteSwiss Finance Institute, 40, Boulevard du Pont-d’ Arve, 1211Geneva 4, Switzerland.View further author information
Pages 657-675 | Received 07 Dec 2015, Accepted 25 Aug 2016, Published online: 23 Nov 2016
 
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Acknowledgements

The authors would like to acknowledge V. Filimonov. All calculations and figures were elaborated using open source software IPython (Pérez and Granger Citation2007). The authors would like to thank the editor and two anonymous referees.

Notes

No potential conflict of interest was reported by the authors.

Supplemental data for this article can be accessed at http://dx.doi/10.1080/14697688.2016.1231417.

Additional information

Funding

This work was partially supported by CNPq (Conselho Nacional de Desenvolvimento Científico e Tecnológico).

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