Pages that link to "Item:Q1042382"
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The following pages link to Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382):
Displaying 9 items.
- Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach (Q470658) (← links)
- Dynamic bifurcations on financial markets (Q508296) (← links)
- An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Nonlinear analysis of the cooperation of strategic alliances through stochastic catastrophe theory (Q1782653) (← links)
- Fluctuations-induced regime shifts in the endogenous credit system with time delay (Q2120461) (← links)
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034) (← links)
- Stochastic cusp catastrophe model and its Bayesian computations (Q5861214) (← links)
