Replication package for the study "Log-Periodicity: Fact or Fiction?"

This repository contains all Matlab scripts, data matrices, and documentation required to reproduce the results and figures in the study. The study evaluates size-correct inference for the LPPLS (Log-Periodic Power Law Singularity) model and its residual-based ADF tests, employing bootstrap and Monte Carlo methods across S&P 500 (monthly and daily) and gold futures data.