Dynamic behaviors and measurements of financial market crash rate

DOI10.1016/j.physa.2019.121427OpenAlexW2943919672WikidataQ127942240 ScholiaQ127942240MaRDI QIDQ2161805

Na Leng, De-Ping Xiong, Wei Zhou, Jiang-Cheng Li, Guang-Yan Zhong

Publication date: 5 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.121427

zbMATH Keywords

econophysicsescape ratefinancial marketmaximum drawdownconditional crash rate

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (3)

Stability of financial market driven by information delay and liquidity in delay agent-based model ⋮ Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods ⋮ Forecasting price of financial market crash via a new nonlinear potential GARCH model

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