An analytical comparison between standard Johansen-Ledoit-Sornette (SJLS) model and generalized Johansen-Ledoit-Sornette (GJLS) model

Mustafa Mamat; Mohd Pouzi Hamzah; Adam Baharum; Zalila Ali

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An analytical comparison between standard Johansen-Ledoit-Sornette (SJLS) model and generalized Johansen-Ledoit-Sornette (GJLS) model

机译：标准Johansen-Ledoit-Sornette（SJLS）模型与广义Johansen-Ledoit-Sornette（GJLS）模型之间的分析比较

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《Applied mathematical sciences 》 |2014年第46期| 共11页
作者
Mustafa Mamat; Mohd Pouzi Hamzah; Adam Baharum; Zalila Ali;
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An analytical comparison between standard Johansen-Ledoit-Sornette (SJLS) model and generalized Johansen-Ledoit-Sornette (GJLS) model

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