Dynamic bifurcations on financial markets
DOI10.1016/J.CHAOS.2016.03.005zbMATH Open1415.91329OpenAlexW2309298013MaRDI QIDQ508296FDOQ508296
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 signalcatastrophic bifurcation breakdowncatastrophic slowing downflickering phenomenaworldwide financial crisis
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bifurcations of singular points in dynamical systems (37G10) Financial applications of other theories (91G80)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Time series: theory and methods.
- Statistical mechanics of complex networks
- Introduction to Econophysics
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Patterns of Speculation
- Complexity
- On the unstable behaviour of stock exchanges
- Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools.
- Switching processes in financial markets
- Extreme Financial Risks
- Can a stochastic cusp catastrophe model explain stock market crashes?
- Statistical properties of demand fluctuation in the financial market
- Two phase behaviour and the distribution of volume
- FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE
- A Bayesian analysis of log-periodic precursors to financial crashes
- Switching phenomena in a system with no switches
Cited In (9)
- Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
- BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market
- One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets
- Bifurcation and chaos analysis in a discrete-delay dynamic model for a stock market
- Aspetti dinamici di leggi finanziarie scindibili
- Bifurcations in the Solution Structure of Market Equilibrium Problems
- Complexity in quantitative finance and economics
- Bubbles and crashes: gradient dynamics in financial markets
- Topological recognition of critical transitions in time series of cryptocurrencies
This page was built for publication: Dynamic bifurcations on financial markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q508296)
