Number of the records: 1
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility
SYS 0434202 LBL 02700^^^^^2200409^^^450 005 20240103204932.1 014 $a 000354128200002 $2 WOS 014 $a 84929076079 $2 SCOPUS 017 70
$a 10.1080/14697688.2014.950319 $2 DOI 100 $a 20150310d m y slo 03 ba 101 0-
$a eng $d eng 102 $a GB 200 1-
$a Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility 215 $a 15 s. $c P 300 $a UT WOS nezjištěno 463 -1
$1 001 cav_un_epca*0039898 $1 011 $a 1469-7688 $e 1469-7696 $1 200 1 $a Quantitative Finance $v Roč. 15, č. 6 (2015), s. 959-973 610 0-
$a Stochastic cusp catastrophe model 610 0-
$a Realized volatility 610 0-
$a Bifurcations 610 0-
$a Stock market crash 700 -1
$3 cav_un_auth*0242028 $a Baruník $b Jozef $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $z A $4 070 $9 80 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0293468 $a Kukačka $b Jiří $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $9 20 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2014/E/barunik-0434202.pdf
Number of the records: 1