Catastrophe theory and the financial crisis
Author:
Affiliation:
1. University of Otago and EABCN
Publisher
Wiley
Subject
Economics and Econometrics,Sociology and Political Science
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjpe.12133/fullpdf
Reference19 articles.
1. Catastrophe Theory
2. Can a stochastic cusp catastrophe model explain stock market crashes?;Barunik;Journal of Economic Dynamics & Control,2009
3. Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility;Barunik;Quantitative Finance,2015
4. Exchange of stability in a disequilibrium model;Blad;Journal of Mathematical Economics,1981
5. Parameter estimation for the cusp catastrophe model;Cobb;Behavioral Science,1981
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