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Keywords: Q02
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Journal Articles
Journal:
Review of Accounting and Finance
Review of Accounting and Finance (2025) 24 (3): 353–374.
Published: 03 March 2025
... bubble LPPLS model C13 C51 C58 F52 G15 Q02 and the corresponding equation for the price before the crash is: (4) l o g [ p ( t ) p ( t 0 ) ] = k ∫ t 0 t ∫ h ( t ′ ) d t ′ The hazard rate h(t), which...
Journal Articles
Journal:
Review of Accounting and Finance
Review of Accounting and Finance (2018) 17 (4): 482–497.
Published: 13 November 2018
... G11 G31 Q02 We use the GARCH(p,q) model to test whether the best predictive power also generates the best performance. We define the best predictive power as the model with the highest log-likelihood value (Danielsson, 2011), whereas the best performance is the model with the most...
