Mukherjee, Indranil; Sarkar, Amitava - Institut for Miljø og Erhvervsøkonomi, Syddansk … - 2011
This paper attempts to analyze financial markets characterized by, among others, by stability or the lack of it, or more directly volatility, in the framework of complexity. The seemingly uncorrelated swings of financial indices and the extreme event of a crash constitute typical phenomena of...