Pages that link to "Item:Q2271680"
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The following pages link to Bubbles and crashes: gradient dynamics in financial markets (Q2271680):
Displaying 13 items.
- A simple model for market booms and crashes (Q468121) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- Endogenous leverage and asset pricing in double auctions (Q1657588) (← links)
- Stochastic resonance as a model for financial market crashes and bubbles (Q1852545) (← links)
- A dynamic model of oligopoly with R\&D externalities along networks. I. (Q1942736) (← links)
- Coordinated bubbles and crashes (Q2246733) (← links)
- Leverage causes fat tails and clustered volatility (Q2869960) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- ENDOGENOUS DOWNWARD JUMP DIFFUSION AND BLOW UP PHENOMENA BEFORE CRASH (Q3066504) (← links)
- (Q3414392) (← links)
- Probabilistic forecasting of bubbles and flash crashes (Q5083227) (← links)
- A simple mechanism for financial bubbles: time-varying momentum horizon (Q5234324) (← links)
- Bubbles, shocks and elementary technical trading strategies (Q6176847) (← links)