How well the log periodic power law works in an emerging stock market?

B Ghosh, D Kenourgios, A Francis… - Applied Economics …, 2021 - Taylor & Francis
ABSTRACT A growing body of research work on Log Periodic Power Law (LPPL) tries to
predict market bubbles and crashes. Mostly, the fitment parameters remain confined within …

[PDF][PDF] Early warning signal system for economic crisis: a threshold and indicators approach

Y Karmarkar, S Vani - Pacific Business Review International, 2014 - pbr.co.in
This study deals with creating an early warning signal system for the economic crisis using
various macroeconomic indicators and their threshold values. Starting with seventeen …

An Empirical Study applying Log Periodic Structures for Prediction of Crashes in Indian Stock Market.

V SARDA, Y KARMARKAR, N LAKHOTIA - Finance India, 2021 - search.ebscohost.com
A huge amount of funds of small investors are invested in stock markets throughout the
world. A large amount of fluctuations in the stock markets are generally attributed to the …

Using the log-periodic power-law model to detect bubbles in stock market

SM Kožuch - 2017 - dspace.cuni.cz
Stock market crashes were considered as an chaotic even for a long time. However, more
than a decade ago a specific behavior was observed, which accompanied most of the …