Revisiting LPPLS Crash Diagnostics: Estimation-Aligned Inference for the Hang Seng Index

This repository contains all R code, results tables and data required to reproduce the results and figures in the study. The study evaluates the LPPLS (Log-Periodic Power Law Singularity) model and its residual-based ADF tests, employing bootstrap methods across Hang Seng Index (HSI) and Dow Jones Industrial Average Index (DJIA) daily close price data.