The Skinny on Quantitative Finance - February 26, 2021 - More on LPPL Models
Last week we discussed power laws and introduced the log-periodic power law (LPPL) for financial bubbles. Today Tom, Tony and Julia are going to discuss the LPPL model in more detail and the types of indicators that can be created from it. These statistics, as well as information about related research, are available through the Financial Crisis Observatory at ETH Zurich.FCO Reference links: https://er.ethz.ch/financial-crisis-observatory.html, http://tasmania.ethz.ch/pubfco/fco.html Masters Thesis Reference link: https://ethz.ch/content/dam/ethz/special-interest/mtec/chair-of-entrepreneurial-risks-dam/documents/dissertation/master%20thesis/Master_Thesis_Nhat%20Quang_Pham%20Huu.pdf