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Titulo |
Measuring critical transitions in financial markets |
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Autoría |
Jurczyk J, Rehberg T, Eckrot A, Morgenstern I. |
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Fuente |
Sci Rep. 2017 Sep 14;7(1):11564. doi: 10.1038/s41598-017-11854-1. |
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Resumen |
Tipping points in complex systems are structural transitions from one state to another. In financial markets these critical points are connected to systemic risks, which have led to financial crisis in the past. Due to this, researchers are studying tipping points with different methods. This paper introduces a new method which bridges the gap between real-world portfolio management and statistical facts in financial markets in order to give more insight into the mechanics of financial markets. |
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URL |
www.ncbi.nlm.nih.gov/pubmed/28912453 |
