Risk bubbles and market instability

Physica A: Statistical Mechanics and its Applications

Volumn 370, Issue 1, 2006, Pages 18-22

  Marsili, Matteo ^a   Raffaelli, Giacomo ^b  

^a ABDUS SALAM INTERNATIONAL CENTRE FOR THEORETICAL PHYSICS   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Dynamical instability; Multi asset financial markets; Phase transitions; Risk

Indexed keywords

CORRELATION METHODS; FEEDBACK; INVESTMENTS; MARKETING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PHASE TRANSITIONS; RESOURCE ALLOCATION; STABILITY;

COVARIANCE DYNAMICS; DYNAMICAL INSTABILITY; MULTI-ASSET FINANCIAL MARKETS; RISK;

RISK ASSESSMENT;

EID: 33747626310     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.04.033     Document Type: Article

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