University of Colorado Denver, Department of Mathematicshttp://math.ucdenver.edu
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CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Cobb, Loren, 1980.
"Estimation Theory for the Cusp Catastrophe Model,"
37548, University Library of Munich, Germany, revised 05 Jun 2010.
- Jozef Barunik & Jiri Kukacka, 2015.
"Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility,"
Taylor & Francis Journals, vol. 15(6), pages 959-973, June.
- Baruník, Jozef & Kukacka, Jiri, 2014. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," FinMaP-Working Papers 15, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Grasman, Raoul & van der Maas, Han L.J. & Wagenmakers, Eric-Jan, 2009. "Fitting the Cusp Catastrophe in R: A cusp Package Primer," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i08).
- Wang, J., 2015. "Can a stochastic cusp catastrophe model explain housing market crashes?," CeNDEF Working Papers 15-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Gerß, Wolfgang, 2008. "Das Ende der DDR als konsequente mathematische Katastrophe," Duisburger Beiträge zur soziologischen Forschung 1/2008, University of Duisburg-Essen, Institute of Sociology.
- Jozef Barunik & Jiri Kukacka, 2013. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility," Papers 1302.7036, arXiv.org, revised May 2013.
- Jozef Barunik & Jiri Kukacka, 2015. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 959-973, June.
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