An exploration of the mathematical structure and behavioural biases of 21st century financial crises
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Date
2023
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Abstract
Description
Physica A: Statistical Mechanics and its Applications 630 (2023); P. 1-13
https://doi.org/10.1016/j.physa.2023.129256
Keywords
Financial market crises, Nonlinear time series analysis, Portfolio optimisation