| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0315072 |
| utime |
20240111140710.4 |
| mtime |
20090326235959.9 |
| WOS |
000260962300002 |
| title
(primary) (eng) |
Cusp Catastrophe Theory: Application to U.S. Stock |
| specification |
| page_count |
13 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0313927 |
| ISBN |
978-80-7372-387-3 |
| title
|
Proceedings of 26th International Conference Mathematical Methods in Economics 2008 |
| page_num |
12-25 |
| publisher |
| place |
Liberec |
| name |
Technical University of Liberec |
| year |
2008 |
|
| editor |
| name1 |
Řehořová |
| name2 |
Pavla |
|
| editor |
| name1 |
Maršíková |
| name2 |
Kateřina |
|
|
| title
(cze) |
Aplikace teorie katastrof typu CUSP na akciove trhy USA |
| keyword |
cusp catastrophe |
| keyword |
bifurcation |
| keyword |
singularity |
| keyword |
nonlinear dynamics |
| keyword |
stock market crash |
| author
(primary) |
| ARLID |
cav_un_auth*0242028 |
| name1 |
Baruník |
| name2 |
Jozef |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101230 |
| name1 |
Vošvrda |
| name2 |
Miloslav |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
41108 |
| agency |
GA UK |
| country |
CZ |
|
| project |
| project_id |
LC06075 |
| agency |
GA MŠk |
| country |
CZ |
| ARLID |
cav_un_auth*0227048 |
|
| project |
| project_id |
GA402/06/0990 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0215013 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The CUSP catastrophe model explains the crash of stock exchanges much better than alternative linear and logistic models. On the data U.S. staock markets we demonstrate that the crash of October 19, 1987 may be better explained by cusp catastropohe theory, which is not true for the crash of Sept.11, 2001 |
| abstract
(cze) |
Model katastrof typu CUSP vysvětluje krachy na kapitálových trzích mnohem lépe než alternativní lineární a logistické modely. Na datových souborech z akciových trhů USA demonstrujeme, že krach z 19. 10. 1987 může být lépe vysvětlen podle CUSP modelu, což není pravda pro krach z 11.9.2001 |
| action |
| ARLID |
cav_un_auth*0244088 |
| name |
Mathematical Methods in Economics 2008 |
| place |
Liberec |
| dates |
17.09.2008-19.09.2008 |
| country |
CZ |
|
| reportyear |
2009 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0165390 |
| arlyear |
2008 |
| mrcbU34 |
000260962300002 WOS |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0313927 Proceedings of 26th International Conference Mathematical Methods in Economics 2008 978-80-7372-387-3 12 25 Sborník 26 mezinárodní konference Matematické metody v ekonomii 2008 Liberec Technical University of Liberec 2008 |
| mrcbU67 |
Řehořová Pavla 340 |
| mrcbU67 |
Maršíková Kateřina 340 |
|