SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stochastic resonance as a model for financial market crashes and bubbles
16 references·0 citing·40 second hop
Stochastic resonance as a model for financial market crashes and bubbles (2002)Stochastic resonance as a model for finan…Transmission of Information and Herd Behavior: An Application to Financial Markets (2000)Transmission of Information a…HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (2000)HERD BEHAVIOR AND AGGREGATE F…CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSAn Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Universal and Nonuniversal Pr…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …Predicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …A Langevin approach to stock market fluctuations and crashes (1998)A Langevin approach to stock …Price variations in a stock market with many agents (1997)Price variations in a stock m…Large financial crashes (1997)Large financial crashesTurbulent cascades in foreign exchange markets (1996)Turbulent cascades in foreign…Turbulence and financial markets (1996)Turbulence and financial mark…Stock Market Crashes, Precursors and Replicas (1996)Stock Market Crashes, Precurs…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…The psychology of social impact. (1981)The psychology of social impa…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Théorie de la spéculation (1900)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Power Laws in Economics and Finance (2009)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)ARCH modeling in finance (1992)Scaling of the distribution of price fluctuations of individual companies (1999)Physical approach to complex systems (2012)Multifractal analysis of financial markets: a review (2019)Studies of independence and conformity: I. A minority of one against a unanimous majority. (1956)Bystander intervention in emergencies: Diffusion of responsibility. (1968)Many hands make light the work: The causes and consequences of social loafing. (1979)Culture and conformity: A meta-analysis of studies using Asch's (1952b, 1956) line judgment task. (1996)Examining the Relationship Between Reviews and Sales: The Role of Reviewer Identity Disclosure in Electronic Markets (2008)Women Directors on Corporate Boards: From Tokenism to Critical Mass (2011)Does the Stock Market Overreact? (1985)Discrete hierarchical organization of social group sizes (2005)Negative bubbles and shocks in cryptocurrency markets (2016)Modern Portfolio Theory and Investment Analysis. (1982)Introduction to Econophysics (1999)Random matrix approach to cross correlations in financial data (2002)Dynamics of market correlations: Taxonomy and portfolio analysis (2003)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Portfolio Selection: Efficient Diversification of Investments (1959)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Positive Feedbacks in the Economy (1990)Continuous-Time Finance. (1991)Continuous-Time Finance. (1991)Critical market crashes (2003)Institutional Investors and Stock Market Volatility (2006)Cross-correlations between volume change and price change (2009)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 24 Agent-based Computational Finance (2006)
this work references cited by second hop

References

  • 1981The psychology of social impact.2,864 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited
  • 2000HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS827 cited
  • 1996Turbulent cascades in foreign exchange markets643 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 1996Stock Market Crashes, Precursors and Replicas403 cited
  • 1997Price variations in a stock market with many agents398 cited
  • 1998A Langevin approach to stock market fluctuations and crashes381 cited
  • 1996Turbulence and financial markets358 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 2000Transmission of Information and Herd Behavior: An Application to Financial Markets283 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1997
Large financial crashes
277 cited

Cited by

No citing works inside the corpus for this window.