Pages that link to "Item:Q468121"
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The following pages link to A simple model for market booms and crashes (Q468121):
Displaying 10 items.
- Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives (Q292530) (← links)
- Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382) (← links)
- A microscopic model of the stock market: cycles, booms, and crashes (Q1328007) (← links)
- Equilibrium theory of stock market crashes (Q1657461) (← links)
- Stock market participation and endogenous boom-bust dynamics (Q1672724) (← links)
- The simplest rational greater-fool bubble model (Q1753680) (← links)
- (Q4464587) (← links)
- Detecting instants of jumps and estimating their intensity in the context of <i><i>p</i></i> derivatives with continuous or discrete data (Q5160250) (← links)
- Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes (Q5392715) (← links)
- Growth cycles and market crashes (Q5931242) (← links)