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Forecasting Financial Extremes: A Network Degree Measure of Super-Exponential Growth

Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding effect, and often leads to a fast movement of stock prices. During such market regimes, stock prices change at a super-exp...

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Detalles Bibliográficos
Autores principales: Yan, Wanfeng, van Tuyll van Serooskerken, Edgar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4560429/
https://www.ncbi.nlm.nih.gov/pubmed/26339793
http://dx.doi.org/10.1371/journal.pone.0128908