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Complex Systems Approach to Economic Dynamics
Chian, Abraham C.-L. - 2007
Persistent link: https://www.econbiz.de/10013278090
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Complex Systems Approach to Economic Dynamics
Chian, A. (contributor) - 2007
Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts...
Persistent link: https://www.econbiz.de/10013520745
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An Introduction to Socio-Finance
Andersen, Jørgen Vitting - 2013
of both levels of socio-finance are presented, and it is shown, in particular, how complexity theory provides the … broad introduction to the standard economic theory of rational financial markets and will come to understand its … shortcomings with the help of concrete examples. Complexity theory is then introduced in order to properly account for behavioral …
Persistent link: https://www.econbiz.de/10013523028
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An introduction to socio-finance
Andersen, Jørgen Vitting; Nowak, Andrzej - 2013
Technical Analysis -- Catching Animal Spirits: Using Complexity Theory to Detect Speculative Moments of the Markets -- Social … Framing Creating Bull Markets of the Past: Growth Theory of Financial Markets -- Complexity Theory and Systemic Risk in the …
Persistent link: https://www.econbiz.de/10010235724
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Are there rational bubbles in REITs? : new evidence from a complex systems approach
Brauers, Maximilian; Thomas, Matthias; Zietz, Joachim - In: The journal of real estate finance and economics 49 (2014) 2, pp. 165-184
Persistent link: https://www.econbiz.de/10010422316
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Modellierung von Aktienkursen im Lichte der Komplexitätsforschung
Kauper, Benjamin; Kunze, Karl-Kuno - 2011
This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and crashes regarding the German stock market between 1960 and 2009. We identify relevant time periods and describe them with the function given by Sornette et al's model. Our results show some evidence...
Persistent link: https://www.econbiz.de/10008937463
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Dynamics in the VIX Complex
Posselt, Anders Merrild - 2021
This paper provides a characterization of the dynamic interactions in the VIX complex, composed of the VIX itself, the term structure of VIX futures, and VIX ETPs. I investigate a model that summarizes the VIX futures term structure using latent factors (level, slope, and curvature) and expand...
Persistent link: https://www.econbiz.de/10013243335
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Blockchain implementation and shareholder value : a complex adaptive systems perspective
Zhang, Xi; Chang, Rui; Gu, Minhao; Huo, Baofeng - In: International journal of operations & production management 44 (2024) 3, pp. 666-698
Persistent link: https://www.econbiz.de/10014482954
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Demographics and the econometrics of the term structure of stock market Rrisk
Favero, Carlo A.; Tamoni, Andrea - 2010
Persistent link: https://www.econbiz.de/10011334805