Does expectation of correlation breakdown in financial market fulfill itself?

DOI10.1155/2015/263908zbMath1418.91630OpenAlexW1520417457WikidataQ59105735 ScholiaQ59105735MaRDI QIDQ1723249

Rosanna Grassi, Paolo Falbo

Publication date: 19 February 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/263908

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Cites Work

• Market dynamics when agents anticipate correlation breakdown

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