Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: AS 217 / rank | |||
Normal rank | |||
Revision as of 17:52, 29 February 2024
scientific article; zbMATH DE number 6939242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility |
scientific article; zbMATH DE number 6939242 |
Statements
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (English)
0 references
19 September 2018
0 references
stochastic cusp catastrophe model
0 references
realized volatility
0 references
bifurcations
0 references
stock market crash
0 references
