FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2594516086> ?p ?o ?g. }

• W2594516086 endingPage "1483" @default.
• W2594516086 startingPage "1477" @default.
• W2594516086 abstract "In this article we investigate the occurrence of stock market crash in an economy cycle. Bayesian approach, Heston model and statistical–physical method are considered. Specifically, Heston model and an effective potential are employed to address the dynamic changes of stock price. Bayesian approach has been utilized to estimate the Heston model's unknown parameters. Statistical physical method is used to investigate the occurrence of stock market crash by calculating the mean time-limited crash rate. The real financial data from the Shanghai Composite Index is analyzed with the proposed methods. The mean time-limited crash rate of stock price is used to describe the occurrence of stock market crash in an economy cycle. The monotonous and nonmonotonous behaviors are observed in the behavior of the mean time-limited crash rate versus volatility of stock for various cross correlation coefficient between volatility and price. Also a minimum occurrence of stock market crash matching an optimal volatility is discovered." @default.
• W2594516086 created "2017-03-16" @default.
• W2594516086 creator A5029728794 @default.
• W2594516086 creator A5038198230 @default.
• W2594516086 creator A5067980996 @default.
• W2594516086 creator A5088844323 @default.
• W2594516086 date "2017-05-01" @default.
• W2594516086 modified "2023-10-17" @default.
• W2594516086 title "The mean time-limited crash rate of stock price" @default.
• W2594516086 cites W1788744250 @default.
• W2594516086 cites W1974122370 @default.
• W2594516086 cites W1980065916 @default.
• W2594516086 cites W1980134810 @default.
• W2594516086 cites W1984934606 @default.
• W2594516086 cites W1996250718 @default.
• W2594516086 cites W1997030105 @default.
• W2594516086 cites W2015561154 @default.
• W2594516086 cites W2026544710 @default.
• W2594516086 cites W2042129823 @default.
• W2594516086 cites W2046357557 @default.
• W2594516086 cites W2061399644 @default.
• W2594516086 cites W2064553712 @default.
• W2594516086 cites W2066399359 @default.
• W2594516086 cites W2074722447 @default.
• W2594516086 cites W2078600259 @default.
• W2594516086 cites W2083630699 @default.
• W2594516086 cites W2121489545 @default.
• W2594516086 cites W2139573756 @default.
• W2594516086 cites W2150679232 @default.
• W2594516086 cites W2152692424 @default.
• W2594516086 cites W2169471158 @default.
• W2594516086 cites W2605552899 @default.
• W2594516086 cites W3021444882 @default.
• W2594516086 cites W3101083750 @default.
• W2594516086 cites W3101884700 @default.
• W2594516086 cites W3122813951 @default.
• W2594516086 cites W3126042383 @default.
• W2594516086 cites W4231546411 @default.
• W2594516086 doi "https://doi.org/10.1016/j.physleta.2017.02.038" @default.
• W2594516086 hasPublicationYear "2017" @default.
• W2594516086 type Work @default.
• W2594516086 sameAs 2594516086 @default.
• W2594516086 citedByCount "9" @default.
• W2594516086 countsByYear W25945160862018 @default.
• W2594516086 countsByYear W25945160862019 @default.
• W2594516086 countsByYear W25945160862020 @default.
• W2594516086 countsByYear W25945160862021 @default.
• W2594516086 countsByYear W25945160862022 @default.
• W2594516086 countsByYear W25945160862023 @default.
• W2594516086 crossrefType "journal-article" @default.
• W2594516086 hasAuthorship W2594516086A5029728794 @default.
• W2594516086 hasAuthorship W2594516086A5038198230 @default.
• W2594516086 hasAuthorship W2594516086A5067980996 @default.
• W2594516086 hasAuthorship W2594516086A5088844323 @default.
• W2594516086 hasConcept C149782125 @default.
• W2594516086 hasConcept C162324750 @default.
• W2594516086 hasConcept C166957645 @default.
• W2594516086 hasConcept C183469790 @default.
• W2594516086 hasConcept C187625094 @default.
• W2594516086 hasConcept C199360897 @default.
• W2594516086 hasConcept C205649164 @default.
• W2594516086 hasConcept C2777209242 @default.
• W2594516086 hasConcept C2778098375 @default.
• W2594516086 hasConcept C2779343474 @default.
• W2594516086 hasConcept C2780299701 @default.
• W2594516086 hasConcept C2992405062 @default.
• W2594516086 hasConcept C41008148 @default.
• W2594516086 hasConcept C85393063 @default.
• W2594516086 hasConcept C91602232 @default.
• W2594516086 hasConcept C93045229 @default.
• W2594516086 hasConceptScore W2594516086C149782125 @default.
• W2594516086 hasConceptScore W2594516086C162324750 @default.
• W2594516086 hasConceptScore W2594516086C166957645 @default.
• W2594516086 hasConceptScore W2594516086C183469790 @default.
• W2594516086 hasConceptScore W2594516086C187625094 @default.
• W2594516086 hasConceptScore W2594516086C199360897 @default.
• W2594516086 hasConceptScore W2594516086C205649164 @default.
• W2594516086 hasConceptScore W2594516086C2777209242 @default.
• W2594516086 hasConceptScore W2594516086C2778098375 @default.
• W2594516086 hasConceptScore W2594516086C2779343474 @default.
• W2594516086 hasConceptScore W2594516086C2780299701 @default.
• W2594516086 hasConceptScore W2594516086C2992405062 @default.
• W2594516086 hasConceptScore W2594516086C41008148 @default.
• W2594516086 hasConceptScore W2594516086C85393063 @default.
• W2594516086 hasConceptScore W2594516086C91602232 @default.
• W2594516086 hasConceptScore W2594516086C93045229 @default.
• W2594516086 hasFunder F4320321001 @default.
• W2594516086 hasFunder F4320321543 @default.
• W2594516086 hasIssue "17" @default.
• W2594516086 hasLocation W25945160861 @default.
• W2594516086 hasOpenAccess W2594516086 @default.
• W2594516086 hasPrimaryLocation W25945160861 @default.
• W2594516086 hasRelatedWork W1567672600 @default.
• W2594516086 hasRelatedWork W2039282896 @default.
• W2594516086 hasRelatedWork W2260751156 @default.
• W2594516086 hasRelatedWork W2263238406 @default.
• W2594516086 hasRelatedWork W2347621796 @default.
• W2594516086 hasRelatedWork W3143492998 @default.

• next