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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内在属性。我最初尝试通过对数周期框架对其建模——我知道它与幂律有关,但当时还没有充分深入探索这种联系。
@moneyordebt 后来复兴了这条思路,并将对数周期方法更进一步。
最近,我终于有时间坐下来更仔细地研究这种联系。
如果假设是正确的——泡沫是对数周期的——那么长期趋势和振荡泡沫行为都可以统一在一个框架内:具有复指数的幂律。
数学推导在评论中,但结果真的非常优雅。