Higher-order phase transitions on financial markets

DOI10.1140/EPJB/E2010-00064-YMaRDI QIDQ614550zbMATH OpenOpenAlexFDO

Authors A. Kasprzak, Ryszard Kutner, Josep Perelló, J. Masoliver

Publication date 4 January 2011

Published in The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1140/epjb/e2010-00064-y

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

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Cited in

(8)

• Transitions in the stock markets of the US, UK and Germany
• Multi-phase long-term autocorrelated diffusion: stationary continuous-time Weierstrass walk versus flight
• Criticality and punctuated equilibrium in a spin system model of a financial market
• Approximation of the first passage time distribution for the birth-death processes
• Anomalous waiting times in high-frequency financial data
• Observation of Two Types of Behaviors of Financial Bubbles and the Related Higher-Order Potential Forces
• Lacunarity and multifractal analysis of the large DLA mass distribution
• Switching phenomena in a system with no switches

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