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Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
JLS model financial bubbles crashes log-periodic power law fit method sloppiness taboo search bootstrap probabilistic forecas
2011/7/19
The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbles and crashes. It h...