2 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.ST2010★ 1 cited
Financial LPPL Bubbles with Mean-Reverting Noise in the Frequency Domain
Vincenzo Liberatore
The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. A major open issue is to verify the presence of LPPL in price sequences and to estimate the…
q-fin.CP2010★ 2 cited
Computational LPPL Fit to Financial Bubbles
Vincenzo Liberatore
The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. If the on-going development of a bubble is suspected, asset prices can be fit numerically to…