Dynamic bifurcations on financial markets
From MaRDI portal
Publication:508296
DOI10.1016/j.chaos.2016.03.005zbMath1415.91329MaRDI QIDQ508296
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2016.03.005
early-warning signal; catastrophic bifurcation breakdown; catastrophic slowing down; flickering phenomena; worldwide financial crisis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91G80: Financial applications of other theories
37G10: Bifurcations of singular points in dynamical systems