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

Bibliografski detalji

Izdano u:	arXiv.org (May 22, 2013), p. n/a
Glavni autor:	Barunik, Jozef
Daljnji autori:	Kukacka, Jiri
Izdano:	Cornell University Library, arXiv.org
Teme:	Markets Bifurcation theory Methodology Catastrophe theory Volatility Computer simulation Stock exchanges Stock market crashes Securities markets
Online pristup:	Citation/Abstract Full text outside of ProQuest
Oznake:	Dodaj oznaku Bez oznaka, Budi prvi tko označuje ovaj zapis!