Matches in SemOpenAlex for { <https://semopenalex.org/work/W2138028462> ?p ?o ?g. }
Showing items 1 to 64 of
64
with 100 items per page.
- W2138028462 endingPage "22" @default.
- W2138028462 startingPage "18" @default.
- W2138028462 abstract "We discuss a simple model of correlated assets capturing the feedback effects induced by portfolio investment in the covariance dynamics. This model predicts an instability when the volume of investment exceeds a critical value. Close to the critical point the model exhibits dynamical correlations very similar to those observed in real markets. Maximum likelihood estimates of the model’s parameter for empirical data indeed confirms this conclusion. We show that this picture is confirmed by the empirical analysis for different choices of the time horizon." @default.
- W2138028462 created "2016-06-24" @default.
- W2138028462 creator A5035133963 @default.
- W2138028462 creator A5051471901 @default.
- W2138028462 date "2006-10-01" @default.
- W2138028462 modified "2023-10-02" @default.
- W2138028462 title "Risk bubbles and market instability" @default.
- W2138028462 cites W1506954757 @default.
- W2138028462 cites W1539628942 @default.
- W2138028462 cites W1541993073 @default.
- W2138028462 cites W1630222016 @default.
- W2138028462 cites W1992922162 @default.
- W2138028462 cites W2002947742 @default.
- W2138028462 cites W2056846043 @default.
- W2138028462 cites W2081082758 @default.
- W2138028462 cites W2085317472 @default.
- W2138028462 cites W2123199877 @default.
- W2138028462 cites W2129737628 @default.
- W2138028462 cites W2135282243 @default.
- W2138028462 cites W2147675445 @default.
- W2138028462 cites W2152550402 @default.
- W2138028462 cites W3102415073 @default.
- W2138028462 cites W3121706309 @default.
- W2138028462 doi "https://doi.org/10.1016/j.physa.2006.04.033" @default.
- W2138028462 hasPublicationYear "2006" @default.
- W2138028462 type Work @default.
- W2138028462 sameAs 2138028462 @default.
- W2138028462 citedByCount "2" @default.
- W2138028462 countsByYear W21380284622012 @default.
- W2138028462 countsByYear W21380284622013 @default.
- W2138028462 crossrefType "journal-article" @default.
- W2138028462 hasAuthorship W2138028462A5035133963 @default.
- W2138028462 hasAuthorship W2138028462A5051471901 @default.
- W2138028462 hasBestOaLocation W21380284622 @default.
- W2138028462 hasConcept C121332964 @default.
- W2138028462 hasConcept C162324750 @default.
- W2138028462 hasConcept C207821765 @default.
- W2138028462 hasConcept C57879066 @default.
- W2138028462 hasConceptScore W2138028462C121332964 @default.
- W2138028462 hasConceptScore W2138028462C162324750 @default.
- W2138028462 hasConceptScore W2138028462C207821765 @default.
- W2138028462 hasConceptScore W2138028462C57879066 @default.
- W2138028462 hasIssue "1" @default.
- W2138028462 hasLocation W21380284621 @default.
- W2138028462 hasLocation W21380284622 @default.
- W2138028462 hasOpenAccess W2138028462 @default.
- W2138028462 hasPrimaryLocation W21380284621 @default.
- W2138028462 hasRelatedWork W1972698822 @default.
- W2138028462 hasRelatedWork W2030708987 @default.
- W2138028462 hasRelatedWork W2081847848 @default.
- W2138028462 hasRelatedWork W2107571009 @default.
- W2138028462 hasRelatedWork W2156039126 @default.
- W2138028462 hasRelatedWork W2166040170 @default.
- W2138028462 hasRelatedWork W3012764201 @default.
- W2138028462 hasRelatedWork W3019518786 @default.
- W2138028462 hasRelatedWork W3187838490 @default.
- W2138028462 hasRelatedWork W1979898714 @default.
- W2138028462 hasVolume "370" @default.
- W2138028462 isParatext "false" @default.
- W2138028462 isRetracted "false" @default.
- W2138028462 magId "2138028462" @default.
- W2138028462 workType "article" @default.