Cargando…
Measuring critical transitions in financial markets
Tipping points in complex systems are structural transitions from one state to another. In financial markets these critical points are connected to systemic risks, which have led to financial crisis in the past. Due to this, researchers are studying tipping points with different methods. This paper...
Autores principales: | Jurczyk, Jan, Rehberg, Thorsten, Eckrot, Alexander, Morgenstern, Ingo |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group UK
2017
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5599602/ https://www.ncbi.nlm.nih.gov/pubmed/28912453 http://dx.doi.org/10.1038/s41598-017-11854-1 |
Ejemplares similares
-
Quantifying Systemic Risk by Solutions of the Mean-Variance Risk Model
por: Jurczyk, Jan, et al.
Publicado: (2016) -
Flickering in Information Spreading Precedes Critical Transitions in Financial Markets
por: Gatfaoui, Hayette, et al.
Publicado: (2019) -
Financial price dynamics and phase transitions in the stock markets
por: Zhang, Ditian, et al.
Publicado: (2023) -
The transition of the global financial markets' connectedness during the COVID-19 pandemic
por: Maneejuk, Paravee, et al.
Publicado: (2022) -
Measuring the COVID-19 Financial Threat to Hospital Markets
por: Orlando, Anthony W., et al.
Publicado: (2021)