New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles

DOI10.1155/2017/8017510zbMath1405.91741OpenAlexW2576175145WikidataQ59143283 ScholiaQ59143283MaRDI QIDQ2398573

Yanyan Li

Publication date: 16 August 2017

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/8017510

zbMATH Keywords

financial marketsChinese stock bubblesJohansen-Ledoit-Sornette model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

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