Can a stochastic cusp catastrophe model explain stock market crashes?
From MaRDI portal
Publication:1042382
DOI10.1016/j.jedc.2009.04.004zbMath1176.91086MaRDI QIDQ1042382
Jozef Barunik, Miloslav S. Vosvrda
Publication date: 7 December 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.04.004
Related Items
Cites Work
- Staggered updating in an artificial financial market
- Behavioral heterogeneity in stock prices
- The rise and fall of catastrophe theory applications in economics: was the baby thrown out with the bathwater?
- On the unstable behaviour of stock exchanges
- Catastrophe theory as applied to the social and biological sciences: A critique
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Phase transitions in social impact models of opinion formation
- Agent-based computational finance: Suggested readings and early research
- Dynamic interaction models of economic equilibrium
- Exchange rate dynamics in a target zone-A heterogeneous expectations approach
- Transformation invariant stochastic catastrophe theory
- Statistical catastrophe theory: An overview
- Applications of Catastrophe Theory for Statistical Modeling in the Biosciences
- Economic applications and statistical analysis of the cusp catastrophe model
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item