Open AccessEarly Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities
Author(s) -
Zhang Qun,
Qunzhi Zhang,
Didier Sornette
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2674128
Subject(s) - quantile , scale (ratio) , gravitational singularity , econometrics , power law , quantile regression , power (physics) , financial crisis , mathematics , economics , actuarial science , statistics , geography , physics , mathematical analysis , keynesian economics , cartography , quantum mechanics
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