Volatility flocking by Cucker-Smale mechanism in financial markets (Q2216409): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10690-019-09299-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2995508814
@@ Property / OpenAlex ID: W2995508814 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q126533845
@@ Property / Wikidata QID: Q126533845 / rank @@
+Normal rank
@@ Property / cites work @@
+APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+A mathematical model for volatility flocking with a regime switching mechanism in a stock market
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Modeling complex living systems. A kinetic theory and stochastic game approach.
+Normal rank
@@ Property / cites work @@
+MULTISCALE BIOLOGICAL TISSUE MODELS AND FLUX-LIMITED CHEMOTAXIS FOR MULTICELLULAR GROWING SYSTEMS
+Normal rank
@@ Property / cites work @@
+MATHEMATICS AND COMPLEXITY IN LIFE AND HUMAN SCIENCES
+Normal rank
@@ Property / cites work @@
+ON THE DIFFICULT INTERPLAY BETWEEN LIFE, "COMPLEXITY", AND MATHEMATICAL SCIENCES
+Normal rank
@@ Property / cites work @@
+Conservation laws and asymptotic behavior of a model of social dynamics
+Normal rank
@@ Property / cites work @@
+Cluster formation in opinion dynamics: a qualitative analysis
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Partial ridge regression under multicollinearity
@@ Property / cites work: Partial ridge regression under multicollinearity / rank @@
+Normal rank
@@ Property / cites work @@
+Emergent Behavior in Flocks
@@ Property / cites work: Emergent Behavior in Flocks / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+An investigation of a nonlocal hyperbolic model for self-organization of biological groups
+Normal rank
@@ Property / cites work @@
+Sociophysics: A new approach of sociological collective behaviour. I. mean‐behaviour description of a strike
+Normal rank
@@ Property / cites work @@
+Econometric specification of stochastic discount factor models
+Normal rank
@@ Property / cites work @@
+Directed Ridge Regression Techniques in Cases of Multicollinearity
+Normal rank
@@ Property / cites work @@
+Structural analysis of portfolio risk using beta impulse response functions
+Normal rank
@@ Property / cites work @@
+EMERGENCE OF MULTI-CLUSTER CONFIGURATIONS FROM ATTRACTIVE AND REPULSIVE INTERACTIONS
+Normal rank
@@ Property / cites work @@
+A mathematical model for multi-name credit based on community flocking
+Normal rank
@@ Property / cites work @@
+Emergence of time-asymptotic flocking in a stochastic Cucker-Smale system
+Normal rank
@@ Property / cites work @@
+From particle to kinetic and hydrodynamic descriptions of flocking
+Normal rank
@@ Property / cites work @@
+How Do Cultural Classes Emerge from Assimilation and Distinction? An Extension of the Cucker-Smale Flocking Model
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Herding and Contrarian Behavior in Financial Markets
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
+Normal rank
@@ Property / cites work @@
+Volatility cluster and herding
@@ Property / cites work: Volatility cluster and herding / rank @@
+Normal rank
@@ Property / cites work @@
+Sociodynamics -- a systematic approach to mathematical modelling in the social sciences
+Normal rank