Estimation on Rational Speculative Bubbles in Stock Market by Using Generalised Johansen-Ledoit-Sornette Model

DOI10.47836/MJMS.16.4.05OpenAlexW4312200215MaRDI QIDQ6120118FDOQ6120118

Authors:

Publication date: 25 March 2024

Published in: Malaysian Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.47836/mjms.16.4.05

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zbMATH Keywords

forecastingeconomic bubblesgeneralized Johansen-Ledoit-Sornetterational speculative bubbles

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• The JLS model with ARMA/GARCH errors

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