Credit market imperfection, financial market globalization, and catastrophic transition.
Anna AgliariFrancesco RillosiGeorge VachadzePublished in: Math. Comput. Simul. (2015)
Keyphrases
- financial markets
- financial institutions
- stock price
- risk management
- stock market
- market data
- black scholes
- technical indicators
- risk analysis
- early warning
- information technology
- individual level
- fraud detection
- stock returns
- foreign exchange
- fractional brownian motion
- cash flow
- trading strategies
- decision support system
- financial data
- exchange rate
- non stationary
- open source
- software engineering