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Can a stochastic cusp catastrophe model explain stock market crashes?
- 1.Baruník, J., Vošvrda, M. Can a stochastic cusp catastrophe model explain stock market crashes? Journal of Economic Dynamics & Control. 2009, 33(10), 1824-1836. ISSN 0165-1889. E-ISSN 1879-1743. Available: doi: 10.1016/j.jedc.2009.04.004
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