Statistical signatures in times of panic: markets as a self-organizing system (Q2873556): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2032143100
@@ Property / OpenAlex ID: W2032143100 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0111
@@ Property / arXiv ID: 0908.0111 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractionally integrated generalized autoregressive conditional heteroskedasticity
+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 @@
+Stochastic Volatility for Lévy Processes
@@ Property / cites work: Stochastic Volatility for Lévy Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stylized facts of financial markets and market crashes in Minority Games
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Self-organizing Ising model of financial markets
@@ Property / cites work: Self-organizing Ising model of financial markets / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2873556