New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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наукова стаття, опублікована у 2017

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New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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P1476

New JLS-Factor Model versus the Standard JLS Model: A Case Study on Chinese Stock Bubbles

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P2093

Chao Li

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Zongyi Hu

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P2860

Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities

Log-periodic route to fractal functions.

Stock Market Crashes, Precursors and Replicas

The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence

Discrete Scaling in Earthquake Precursory Phenomena: Evidence in the Kobe Earthquake, Japan

P304

1-15

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P31

scholarly article

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10.1155/2017/8017510

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P478

2017

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P577

2017-01-01T00:00:00Z

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