Switching processes in financial markets
DOI10.1073/PNAS.1019484108zbMATH Open1256.91065OpenAlexW2167638534WikidataQ34977821 ScholiaQ34977821MaRDI QIDQ4907460FDOQ4907460
Authors: Tobias Preis, Johannes Schneider, H. Eugene Stanley 
Publication date: 2 February 2013
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.1019484108
Recommendations
Statistical methods; risk measures (91G70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)
Cites Work
- Moving Average-Based Estimators of Integrated Variance
- Zipf plots and the size distribution of firms
- Institutional Investors and Stock Market Volatility
- Switching phenomena in a system with no switches
- The structural role of weak and strong links in a financial market network
- More hedging instruments may destabilize markets
- Order-splitting and long-memory in an order-driven market
- Semiparametric diffusion estimation and application to a stock market index
- Complex dynamics of our economic life on different scales: insights from search engine query data
Cited In (12)
- Aging transition under discrete time-dependent coupling: restoring rhythmicity from aging
- Transitions in the stock markets of the US, UK and Germany
- Binary versus non-binary information in real time series: empirical results and maximum-entropy matrix models
- Empirical analysis of structural change in credit default swap volatility
- Empirical scaling laws and the aggregation of non-stationary data
- Reaction to Extreme Events in a Minimal Agent Based Model
- Variable diffusion in stock market fluctuations
- Dynamic bifurcations on financial markets
- Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics
- Rapid detection of the switching point in a financial market structure using the particle filter
- Switching phenomena in a system with no switches
- Gross substitution in financial markets
This page was built for publication: Switching processes in financial markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4907460)
