Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123303351> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W3123303351 abstract "In this paper we develop models for multivariate financial bubbles and antibubbles based on statistical physics. In particular, we extend a rich set of univariate models to higher dimensions. Changes in market regime can be explicitly shown to represent a phase transition from random to deterministic behaviour in prices. Moreover, our multivariate models are able to capture some of the contagious effects that occur during such episodes. We are able to show that declining lending quality helped fuel a bubble in the US stock market prior to 2008. Further, our approach offers interesting insights into the spatial development of UK house prices." @default.
- W3123303351 created "2021-02-01" @default.
- W3123303351 creator A5002576193 @default.
- W3123303351 date "2014-05-19" @default.
- W3123303351 modified "2023-09-27" @default.
- W3123303351 title "Multivariate bubbles and antibubbles" @default.
- W3123303351 hasPublicationYear "2014" @default.
- W3123303351 type Work @default.
- W3123303351 sameAs 3123303351 @default.
- W3123303351 citedByCount "0" @default.
- W3123303351 crossrefType "posted-content" @default.
- W3123303351 hasAuthorship W3123303351A5002576193 @default.
- W3123303351 hasConcept C10138342 @default.
- W3123303351 hasConcept C105795698 @default.
- W3123303351 hasConcept C106159729 @default.
- W3123303351 hasConcept C121332964 @default.
- W3123303351 hasConcept C149782125 @default.
- W3123303351 hasConcept C157915830 @default.
- W3123303351 hasConcept C161584116 @default.
- W3123303351 hasConcept C162324750 @default.
- W3123303351 hasConcept C166957645 @default.
- W3123303351 hasConcept C19244329 @default.
- W3123303351 hasConcept C199163554 @default.
- W3123303351 hasConcept C201543015 @default.
- W3123303351 hasConcept C204036174 @default.
- W3123303351 hasConcept C205649164 @default.
- W3123303351 hasConcept C2779343474 @default.
- W3123303351 hasConcept C2779530757 @default.
- W3123303351 hasConcept C2780299701 @default.
- W3123303351 hasConcept C33923547 @default.
- W3123303351 hasConcept C38180746 @default.
- W3123303351 hasConcept C57879066 @default.
- W3123303351 hasConcept C62520636 @default.
- W3123303351 hasConceptScore W3123303351C10138342 @default.
- W3123303351 hasConceptScore W3123303351C105795698 @default.
- W3123303351 hasConceptScore W3123303351C106159729 @default.
- W3123303351 hasConceptScore W3123303351C121332964 @default.
- W3123303351 hasConceptScore W3123303351C149782125 @default.
- W3123303351 hasConceptScore W3123303351C157915830 @default.
- W3123303351 hasConceptScore W3123303351C161584116 @default.
- W3123303351 hasConceptScore W3123303351C162324750 @default.
- W3123303351 hasConceptScore W3123303351C166957645 @default.
- W3123303351 hasConceptScore W3123303351C19244329 @default.
- W3123303351 hasConceptScore W3123303351C199163554 @default.
- W3123303351 hasConceptScore W3123303351C201543015 @default.
- W3123303351 hasConceptScore W3123303351C204036174 @default.
- W3123303351 hasConceptScore W3123303351C205649164 @default.
- W3123303351 hasConceptScore W3123303351C2779343474 @default.
- W3123303351 hasConceptScore W3123303351C2779530757 @default.
- W3123303351 hasConceptScore W3123303351C2780299701 @default.
- W3123303351 hasConceptScore W3123303351C33923547 @default.
- W3123303351 hasConceptScore W3123303351C38180746 @default.
- W3123303351 hasConceptScore W3123303351C57879066 @default.
- W3123303351 hasConceptScore W3123303351C62520636 @default.
- W3123303351 hasLocation W31233033511 @default.
- W3123303351 hasOpenAccess W3123303351 @default.
- W3123303351 hasPrimaryLocation W31233033511 @default.
- W3123303351 hasRelatedWork W1650870719 @default.
- W3123303351 hasRelatedWork W1859504825 @default.
- W3123303351 hasRelatedWork W2006521225 @default.
- W3123303351 hasRelatedWork W2012390438 @default.
- W3123303351 hasRelatedWork W2013913044 @default.
- W3123303351 hasRelatedWork W2060901752 @default.
- W3123303351 hasRelatedWork W2070430001 @default.
- W3123303351 hasRelatedWork W2087066332 @default.
- W3123303351 hasRelatedWork W2133060753 @default.
- W3123303351 hasRelatedWork W2208448102 @default.
- W3123303351 hasRelatedWork W2208931668 @default.
- W3123303351 hasRelatedWork W2257980123 @default.
- W3123303351 hasRelatedWork W2261799434 @default.
- W3123303351 hasRelatedWork W2399655740 @default.
- W3123303351 hasRelatedWork W2884136555 @default.
- W3123303351 hasRelatedWork W2952918051 @default.
- W3123303351 hasRelatedWork W3120522703 @default.
- W3123303351 hasRelatedWork W3140979865 @default.
- W3123303351 hasRelatedWork W3150832920 @default.
- W3123303351 hasRelatedWork W3198101600 @default.
- W3123303351 isParatext "false" @default.
- W3123303351 isRetracted "false" @default.
- W3123303351 magId "3123303351" @default.
- W3123303351 workType "article" @default.