Bubble detection in Greek Stock Market: A DS-LPPLS model approach
Datum
2022Language
en
Schlagwort
Zusammenfassung
Upfront bubble detection is one of the holy grails in Financial Markets. In the present paper, in order to archive this goal, we consider two different methods based on the Log Periodic Power Law. We implement this early detection algorithms in the Greek Stock Market, which is a relatively “shallow” and underdeveloped market. We have examined a period from 1997 until the end of 2019, an epoch before the rise of COVID-19 virus. Using this methodology, we managed to detect with a relatively good accuracy the formation and the critical time for both positive and negative financial bubbles that occurred during the examination period. © 2021 Elsevier B.V.
Collections
Verwandte Dokumente
Anzeige der Dokumente mit ähnlichem Titel, Autor, Urheber und Thema.
-
Nucleation, growth and detachment of neighboring bubbles over miniature heaters
Karapantsios, T. D.; Kostoglou, M.; Divinis, N.; Bontozoglou, V. (2008)This work investigates how simultaneous CO2 bubbles desorb from water and n-heptane when these liquids become supersaturated with dissolved CO2. Supersaturation is imposed locally by a miniature heater so bubbles grow at ... -
Non-isothermal bubble rise: non-monotonic dependence of surface tension on temperature
Tripathi, M. K.; Sahu, K. C.; Karapetsas, G.; Sefiane, K.; Matar, O. K. (2015)We study the motion of a bubble driven by buoyancy and thermocapillarity in a tube with a non-uniformly heated walls, containing a so-called 'self-rewetting fluid'; the surface tension of the latter exhibits a parabolic ... -
Numerical simulations of the aspherical collapse of laser and acoustically generated bubbles
Tsighfis, K.; Pelekasis, N. A. (2007)The details of nonlinear axisymmetric oscillations and collapse of bubbles subject to large internal or external pressure disturbances, are studied via a boundary integral method. Weak viscous effects on the liquid side ...