Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility

Manylion Llyfryddiaeth

Cyhoeddwyd yn:	arXiv.org (May 22, 2013), p. n/a
Prif Awdur:	Barunik, Jozef
Awduron Eraill:	Kukacka, Jiri
Cyhoeddwyd:	Cornell University Library, arXiv.org
Pynciau:	Markets Bifurcation theory Methodology Catastrophe theory Volatility Computer simulation Stock exchanges Stock market crashes Securities markets
Mynediad Ar-lein:	Citation/Abstract Full text outside of ProQuest
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!