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Stochastic resonance as a model for financial market crashes and bubbles · Study

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ArticleStochastic resonance as a model for financial market crashes and bubbles

A. Krawiecki2002

Article2002

Stochastic resonance as a model for financial market crashes and bubbles

A. Krawiecki · Janusz A. Hołyst

69 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies stochastic dynamics and bifurcation

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References

1981The psychology of social impact.2000An Introduction to Econophysics: Correlations and Complexity in Finance 1995Scaling behaviour in the dynamics of an economic index 1999Scaling and criticality in a stochastic multi-agent model of a financial market 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series 1999Scaling of the distribution of fluctuations of financial market indices 2000HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS 1996Turbulent cascades in foreign exchange markets

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Year2002

Typearticle

Published2002-12-28

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations69

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(02)01375-4

openalex_workW2096574840

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