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., |
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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: |