Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Qunzhi Zhang"'
Publikováno v:
PLoS ONE, Vol 11, Iss 11, p e0165819 (2016)
We augment the existing literature using the Log-Periodic Power Law Singular (LPPLS) structures in the log-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the LPPLS dete
Externí odkaz:
https://doaj.org/article/eefb037f2306493094b5f5ea6ae84782
Background:Cervical cancer(CC) is one of the most common malignant tumors in gynecology. Both its incidence and mortality are high. Despite advances in screening, diagnosis, prevention, and treatment, CC is still one of the leading causes of cancer-r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b14a626ebbd68edacaeb91468a310779
https://doi.org/10.21203/rs.3.rs-844099/v1
https://doi.org/10.21203/rs.3.rs-844099/v1
Autor:
I. Hakan Yetkiner, Qunzhi Zhang, Rangan Gupta, Zeynel Abidin Ozdemir, Didier Sornette, Mehmet Balcilar
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 458:126-139
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::881ef10d151dc8e82076ec0895d4c234
https://doi.org/10.1016/j.physa.2016.03.103
https://doi.org/10.1016/j.physa.2016.03.103
Publikováno v:
The Journal of Investment Strategies. 4:77-95
The authors assess the performance of the real-time diagnostic, openly presented to the public on the website of the Financial Crisis Observatory (FCO) at ETH Zurich, of the bubble regime that developed in Chinese stock markets since mid-2014 and tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95fb8c6c1fcf5f878761982d2f697205
https://doi.org/10.21314/jois.2015.063
https://doi.org/10.21314/jois.2015.063
Autor:
Rangan Gupta, Didier Sornette, I. Hakan Yetkiner, Qunzhi Zhang, Zeynel Abidin Ozdemir, Mehmet Balcilar
Publikováno v:
SSRN Electronic Journal.
The aim of this paper is to present novel tests for the early causal diagnostic of positive and negative bubbles in the S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S&P 500 data c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49e4bc05b3560a26b1975b8a59e329be
https://doi.org/10.2139/ssrn.2727755
https://doi.org/10.2139/ssrn.2727755
Autor:
Qunzhi Zhang, Didier Sornette
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 390:4124-4130
Zipf’s power law is a general empirical regularity found in many systems. We report a detailed analysis of a burgeoning network of social groups, in which all ingredients needed for Zipf’s law to apply are verifiable and verified. A recently deve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b85e9cfc2a390deba3fae04f82c2a5b9
https://doi.org/10.1016/j.physa.2011.06.063
https://doi.org/10.1016/j.physa.2011.06.063
Publikováno v:
SSRN Electronic Journal.
The authors assess the performance of the real-time diagnostic, openly presented to the public on the website of the Financial Crisis Observatory (FCO) at ETH Zurich, of the bubble regime that developed in Chinese stock markets since mid-2014 and tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d2e657dcea7d3d709c2f144572ed311f
https://doi.org/10.2139/ssrn.2693634
https://doi.org/10.2139/ssrn.2693634
Publikováno v:
SSRN Electronic Journal.
Abreu and Brunnermeier (2003) have argued that bubbles are not suppressed by arbitrageurs because they fail to synchronise on the uncertain beginning of the bubble. We propose an indirect quantitative test of this hypothesis and confront it with the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a2f9ae2173abaad091230d221313ca8
https://doi.org/10.2139/ssrn.2699164
https://doi.org/10.2139/ssrn.2699164
Publikováno v:
SSRN Electronic Journal.
We augment the existing literature using the Log-Periodic Power Law Singular (LPPLS) structures in the log-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the LPPLS dete
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f7bccd9cb52f4f721b2df632969c8e7b
https://doi.org/10.2139/ssrn.2674128
https://doi.org/10.2139/ssrn.2674128