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,...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://eprints.unisza.edu.my/5089/1/FH02-FIK-14-00737.jpg http://eprints.unisza.edu.my/5089/ |
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| Institution: | Universiti Sultan Zainal Abidin |
| Language: | English |
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