Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (Q4683034)
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scientific article; zbMATH DE number 6939242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility |
scientific article; zbMATH DE number 6939242 |
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Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility (English)
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19 September 2018
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stochastic cusp catastrophe model
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realized volatility
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bifurcations
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stock market crash
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