An analytical comparison between Standard Johansen-Ledoit-Sornette (SJLS) Model and Generalized Johansen-Ledoit-Sornette (GJLS) model
Economic bubbles can be defined as transient upward movements of prices above intrinsic value. The Standard Johansen-Ledoit-Sornette (SJLS) model and Generalized Johansen-Ledoit-Sornette (GJLS) models have been developed as flexible tools to detect bubble and forecasts the possible time of crash,...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/5089/1/FH02-FIK-14-00737.jpg http://eprints.unisza.edu.my/5089/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Sultan Zainal Abidin |
| Language: | English |
