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我几年前就有一种直觉,认为泡沫可能是幂律本身的内在属性。我最初尝试对其进行建模的方式之一是通过对数周期框架——我知道它与幂律有某种联系,但当时还没有足够深入地探索这种联系。
@moneyordebt 后来重新激发了这种思路,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——泡沫是对数周期性的——那么长期趋势和震荡泡沫行为都可以在单一框架内统一:一个具有复数指数的幂律。
数学公式在评论中,但结果真的非常优雅。