About: Can a stochastic cusp catastrophe model explain stock market crashes?

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper is the first attempt to fit a stochastic cusp catastrophe model to stock market data. We show that the cusp catastrophe model explains the crash of stock exchanges much better than other models. This paper is the first attempt to fit a stochastic cusp catastrophe model to stock market data. We show that the cusp catastrophe model explains the crash of stock exchanges much better than other models. (en)
Title	Can a stochastic cusp catastrophe model explain stock market crashes? Can a stochastic cusp catastrophe model explain stock market crashes? (en)
skos:prefLabel	Can a stochastic cusp catastrophe model explain stock market crashes? Can a stochastic cusp catastrophe model explain stock market crashes? (en)
skos:notation	RIV/67985556:_____/09:00328438!RIV10-AV0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/09/0965), P(GD402/09/H045), Z(AV0Z10750506), Z(MSM0021620841)
http://linked.open...iv/cisloPeriodika	10
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Vošvrda, Miloslav Baruník, Jozef
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	305788
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/09:00328438
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Stochastic cusp catastrophe; Bifurcations; Singularity; Nonlinear dynamics; Stock market crash (en)
http://linked.open.../riv/klicoveSlovo	Nonlinear dynamics Bifurcations Stochastic cusp catastrophe Stock market crash Singularity
http://linked.open...odStatuVydavatele	NL - Nizozemsko
http://linked.open...ontrolniKodProRIV	[4F982DC40CCE]
http://linked.open...i/riv/nazevZdroje	Journal of Economic Dynamics & Control
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Nonlinear Dynamics in Monetary and Financial Economics. Theory and Empirical Models. New Approaches to Monitoring and Forecasting Financial Markets
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	33
http://linked.open...iv/tvurceVysledku	Vošvrda, Miloslav Baruník, Jozef
http://linked.open...ain/vavai/riv/wos	000270115700007
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech Development of the Czech Society in the EU: challenges and risks
issn	0165-1889
number of pages	13 (xsd:int)
is http://linked.open...avai/riv/vysledek of	Can a stochastic cusp catastrophe model explain stock market crashes? Can a stochastic cusp catastrophe model explain stock market crashes? Can a stochastic cusp catastrophe model explain stock market crashes? Can a stochastic cusp catastrophe model explain stock market crashes?

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