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most citedSingularities and Catastrophes in Economics: Historical Perspectives and Future Directions

3 citations · 3 across the 1 of their papers we have counts for

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q-fin.ST2019

Stationarity of the detrended price return in stock markets

Karina Arias-Calluari, Morteza. N. Najafi, Michael S. Harré +1

This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time ev…