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Financial markets’ deterministic aspects modeled by a low-dimensional equation
We ask whether empirical finance market data (Financial Stress Index, swap and equity, emerging and developed, corporate and government, short and long maturity), with their recently observed alternations between calm periods and financial turmoil, could be described by a low-dimensional determinist...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8807815/ https://www.ncbi.nlm.nih.gov/pubmed/35105929 http://dx.doi.org/10.1038/s41598-022-05765-z |