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几年前,我有一个直觉,认为泡沫可能是幂律本身的固有属性。我最初尝试通过对数周期框架对其进行建模——我知道这与幂律相关,但当时还没有足够深入地探索这种联系。
@moneryordebt 后来重新启动了这一思路,并进一步推进了对数周期方法。
最近,我终于有时间坐下来更仔细地理解这种联系。
如果假设是正确的——泡沫是对数周期的——那么长期趋势和周期性泡沫行为都可以在单一框架内统一:一个具有复指数的幂律。
数学推导在评论中,但结果真的很优美。