Original title: Stochastic Cusp Catastrophe Application to Stock Market Crashes Modeling
Authors: Baruník, Jozef ; Vošvrda, Miloslav
Document type: Research reports
Year: 2008
Language: eng
Series: Research Report, volume: 2223
Abstract: The paper is one of the first attempts to fit the cusp catastrophe theory to stock market data.
Keywords: bifurcations; cusp catastrophe; singularity
Project no.: CEZ:AV0Z10750506 (CEP), GA402/06/1417 (CEP), LC06075 (CEP)
Funding provider: GA ČR, GA MŠk

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0164750

Permalink: http://www.nusl.cz/ntk/nusl-39303


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports