Detection of Bubbles in Tehran Stock Exchange Using Log-Periodic Power-Low Singularity Model
One of the essential factors that lead to severe disruptions in financial markets is price bubbles and subsequent crashes. Numerous models for detecting bubbles have been developed, one of which (LPPLS) has lately attracted considerable interest. This study aims to utilize this model to detect price...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2021-11-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_144490_71234c475002337ee49fb85a84f16c92.pdf |