Pages that link to "Item:Q4683034"
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The following pages link to Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034):
Displaying 3 items.
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Market stabilization fund and stock price crash risk: evidence from the post-crash period (Q2152332) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)