Essays about: "JLS-model"
Found 1 essay containing the word JLS-model.
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1. The Predictability of Speculative Bubbles : An examination of the log-periodic power law model
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : In this thesis we examine the ability of the log-periodic power law model to accurately predict the end of speculative bubbles on financial markets through modeling of asset price dynamics on a selection of historical bubbles. The methods we use are based on a nonlinear least squares estimation which yields predictions of when the bubble will change regime. READ MORE
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