英文文献：Comparing Tests for Identification of Bubbles
英文文献作者：Kristoffer Pons Bertelsen
英文文献摘要：
This paper compares the log periodic power law (LPPL) and the supremum augmented Dickey Fuller (supremum ADF) procedures considering bubble detection and time stamping capabilities in a thorough analysis based on simulated data. A generalized formulation of the LPPL procedure is derived and analysed demonstrating performance improvements.