A DYNAMICAL APPROACH TO STOCK MARKET FLUCTUATIONS

DOI10.1142/S0218127411030726zbMath1270.91031MaRDI QIDQ2843671

David J. T. Sumpter, S. C. Nicolis

Publication date: 23 August 2013

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127411030726

zbMATH Keywords

stochastic processes; econophysics; extreme events

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

34F05: Ordinary differential equations and systems with randomness

34C60: Qualitative investigation and simulation of ordinary differential equation models

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