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

Bibliographic Details

Published in:	arXiv.org (May 22, 2013), p. n/a
Main Author:	Barunik, Jozef
Other Authors:	Kukacka, Jiri
Published:	Cornell University Library, arXiv.org
Subjects:	Markets Bifurcation theory Methodology Catastrophe theory Volatility Computer simulation Stock exchanges Stock market crashes Securities markets
Online Access:	Citation/Abstract Full text outside of ProQuest
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