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…
econ.GN2019★ 3 cited
Singularities and Catastrophes in Economics: Historical Perspectives and Future Directions
Michael S. Harré, Adam Harris, Scott McCallum
Economic theory is a mathematically rich field in which there are opportunities for the formal analysis of singularities and catastrophes. This article looks at the historical cont…