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LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
46/46 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 46 checked references that resolve
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The Politics of Economic Crises: The Panic of 1873, the End of Reconstruction, and the Realignment of American Politics
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The Gold Standard, Deflation, and Financial Crisis in the Great Depression: An International Comparison
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Predicting critical crashes? A new restriction for the free variables
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Analysis of bubbles and crashes in the TRY/USD, TRY/EUR, TRY/JPY and TRY/CHF exchange rate within the scope of econophysics
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A stable and robust calibration scheme of the log-periodic power law model
resolves10.1080/1351847x.2011.601657
Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask
resolves10.1016/j.jebo.2013.06.005
Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price
resolves10.1016/s0378-4371(02)01843-5
Characterization of large price variations in financial markets
resolves10.1142/s0129183199000437
FINANCIAL "ANTI-BUBBLES": LOG-PERIODICITY IN GOLD AND NIKKEI COLLAPSES
resolves10.2139/ssrn.212589
Evaluation of the Quantitative Prediction of a Trend Reversal on the Japanese Stock Market in 1999
resolves10.1016/j.jedc.2015.03.005
Super-exponential growth expectations and the global financial crisis
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Secular Bipolar Growth Rate of the Real US GDP Per Capita: Implications for Understanding Past and Future Economic Growth
resolves10.1080/1351847x.2011.607004
Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times
resolves10.1016/j.irfa.2014.02.012
The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
resolves10.1111/iere.12132
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
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<i>JACKSONIAN MONETARY POLICY, SPECIE FLOWS, AND THE PANIC OF 1837</i>
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Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles
resolves10.3390/risks2020103
1980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future
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Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
resolves10.1016/j.physa.2009.01.011
The 2006–2008 oil bubble: Evidence of speculation, and prediction
resolves10.1016/j.physa.2013.05.011
Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model
resolves10.1016/j.ijforecast.2005.02.004
Predictability of large future changes in major financial indices
resolves10.2139/ssrn.2674128
Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities
resolves10.1142/s0129183102003024
STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE
resolves10.1016/j.physa.2003.09.022
Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction
resolves10.1016/j.physa.2004.01.051
Antibubble and prediction of China's stock market and real-estate
The 8 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedBubble Diagnosis and Prediction of the
no DOI — not checkedShocks, Crashes and Bubbles in Financial Markets
no DOI — not checkedDynamical Diagnosis and Solutions for Resilient Natural and Social Systems
no DOI — not checkedref29
no DOI — not checkedref36
no DOI — not checkedManaging risks in a creepy world
no DOI — not checkedref47
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