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

DOI10.47836/MJMS.16.4.05MaRDI QIDQ6120118zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

forecastingeconomic bubblesgeneralized Johansen-Ledoit-Sornetterational speculative bubbles

Mathematics Subject Classification ID

Financial markets (91G15)

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Cites work

• The JLS model with ARMA/GARCH errors

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