Stochastic resonance as a model for financial market crashes and bubbles
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Publication:1852545
DOI10.1016/S0378-4371(02)01375-4zbMath1005.91053OpenAlexW2096574840MaRDI QIDQ1852545
A. Krawiecki, Janusz A. Hołyst
Publication date: 6 January 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01375-4
Applications of statistics to economics (62P20) Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26)
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