Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382): Difference between revisions

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Property / DOI: 10.1016/j.jedc.2009.04.004 / rank
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Property / author: Jozef Barunik / rank
 
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Property / author: Miloslav S. Vosvrda / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jedc.2009.04.004 / rank
 
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Property / OpenAlex ID: W2089483831 / rank
 
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Latest revision as of 14:37, 10 December 2024

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Can a stochastic cusp catastrophe model explain stock market crashes?
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    Can a stochastic cusp catastrophe model explain stock market crashes? (English)
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    7 December 2009
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    stochastic cusp catastrophe
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    bifurcations
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    singularity
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    nonlinear dynamics
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    stock market crash
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