Higher-order phase transitions on financial markets
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Publication:614550
DOI10.1140/EPJB/E2010-00064-YzbMATH Open1202.91259OpenAlexW2074558939MaRDI QIDQ614550FDOQ614550
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
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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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