Publication detail

Baruník J., Vosvrda M.: Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
prof. Ing. Miloslav Vošvrda CSc.,
Type: Article in collection
Year: 2008
Number: 0
ISSN / ISBN: 978-80-8078-217-7
Published in: Quantitative Methods in Economics proceedings
Publishing place:
Keywords: cusp catastrophe, bifurcations, singularity, nonlinear dynamics, stock market crash
JEL codes:
Suggested Citation:
Grants: GAUK 46108: New Nonlinear Capital Markets Theories: Fractal, Bifurcational and Behavioral Approach
Abstract:

Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance