Baruník, Jozef - Kukačka, Jiří
Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility.
Quantitative Finance. Roč. 15, č. 6 (2015), s. 959-973. ISSN 1469-7688. E-ISSN 1469-7696
R&D Projects: GA ČR GA402/09/0965; GA ČR GA13-32263S
EU Projects: European Commission 612955 - FINMAP
Impact factor: 0.794, year: 2015 ; AIS: 0.633, rok: 2015
Result website:
http://library.utia.cas.cz/separaty/2014/E/barunik-0434202.pdf

DOI: https://doi.org/10.1080/14697688.2014.950319
http://hdl.handle.net/11104/0238360