The seismography of crashes in financial markets

DOI10.1016/j.physleta.2007.07.079zbMath1217.91204OpenAlexW2139712351WikidataQ56930901 ScholiaQ56930901MaRDI QIDQ552568

Tanya Araújo, Francisco Louçã

Publication date: 26 July 2011

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10400.5/2570

zbMATH Keywords

complexitystochastic geometryfinancial marketsmarket spacesmarket structures

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items

A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market ⋮ Jump diffusion models and the evolution of financial prices

Cites Work

• Statistical physics and economic fluctuations: do outliers exist?
• Reconstructing an economic space from a market metric
• The geometry of crashes. A measure of the dynamics of stock market crises
• Introduction to Econophysics
• Quantifying economic fluctuations

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