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

書目詳細資料

發表在:	arXiv.org (May 22, 2013), p. n/a
主要作者:	Barunik, Jozef
其他作者:	Kukacka, Jiri
出版:	Cornell University Library, arXiv.org
主題:	Markets Bifurcation theory Methodology Catastrophe theory Volatility Computer simulation Stock exchanges Stock market crashes Securities markets
在線閱讀:	Citation/Abstract Full text outside of ProQuest
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