Currently browsing: Items authored or edited by Christopher Lynch https://orcid.org/0000-0003-0298-1407

Lynch, Christopher and Mestel, Benjamin (2022). A Practical Algorithm To Detect Superexponential Behavior In Financial Asset Price Returns. International Journal of Theoretical and Applied Finance (Early Access).

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Lynch, Christopher (2020). Detecting Discrete Scale Invariance In Financial Markets. PhD thesis The Open University.

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Lynch, Christopher and Mestel, Benjamin (2019). Change-Point Analysis of Asset Price Bubbles with Power-Law Hazard Function. International Journal of Theoretical and Applied Finance, 22(7), article no. 1950033.

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Lynch, Christopher and Mestel, Benjamin (2017). Logistic model for stock market bubbles and anti-bubbles. International Journal of Theoretical and Applied Finance, 20(6), article no. 1750038.

• Download Accepted Manuscript (PDF / 362kB)