Stock market crashes as social phase transitions
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Publication:844572
DOI10.1016/j.jedc.2007.01.023zbMath1181.91265OpenAlexW1999153324MaRDI QIDQ844572
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.01.023
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Actuarial science and mathematical finance (91G99)
Related Items (4)
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation ⋮ Financial crises and interacting heterogeneous agents ⋮ Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility ⋮ The exact solution of spatial logit response games
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