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  • Článek je jedním z prvních pokusů aplikovat teorii katastrof typu CUSP na historická data z kapitálových trhů. Ukážeme, že katastrofický model typu CUSP vysvětluje skoky na kapitálovém trhu mnohem lépe než alternativní modely lineární nebo logistické. Na datech z kapitálových trhů USA ukážeme, že krach 19.října 1987 může být lépe vysvětlen pomocí teorie katastrof typu CUSP. Toto neplatí pro krach z 11. září 2001. (cs)
  • The paper is one of the first attempts to fit the cusp catastrophe theory to stock market data. We show that cusp catastrophe model explains the crash of stock exchanges much better than alternative linear and logistic model. On the data of U.S. stock markets we demonstrate that the crash of October 19, 1987 may me better explained by cusp catastrophe theory , which is not true for the crash of Sept. 11, 2001.
  • The paper is one of the first attempts to fit the cusp catastrophe theory to stock market data. We show that cusp catastrophe model explains the crash of stock exchanges much better than alternative linear and logistic model. On the data of U.S. stock markets we demonstrate that the crash of October 19, 1987 may me better explained by cusp catastrophe theory , which is not true for the crash of Sept. 11, 2001. (en)
Title
  • Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes
  • Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes (en)
  • Aplikace teorie katastrof typu CUSP na krachy kapitálového trhu v USA (cs)
skos:prefLabel
  • Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes
  • Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes (en)
  • Aplikace teorie katastrof typu CUSP na krachy kapitálového trhu v USA (cs)
skos:notation
  • RIV/67985556:_____/08:00311434!RIV09-GA0-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/06/0990), P(GA402/08/0107), P(LC06075), S, Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 356717
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/08:00311434
http://linked.open...riv/jazykVysledku
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  • cusp catastrophe; bifurcation,; singularity; stock market crash; nonlinear dynamics (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [ADD7F90332A1]
http://linked.open...v/mistoKonaniAkce
  • Tatranská Lomnica
http://linked.open...i/riv/mistoVydani
  • Bratislava
http://linked.open...i/riv/nazevZdroje
  • Quantitative Methods in Economics: Multiple Criteria Decision making XIV
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Vošvrda, Miloslav
  • Baruník, Jozef
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
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  • Ekonomická univerzita v Bratislave
https://schema.org/isbn
  • 978-80-8078-217-7
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