Loren Cobb
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First Name: | Loren |
Middle Name: | |
Last Name: | Cobb |
Suffix: | |
RePEc Short-ID: | pco522 |
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http://math.ucdenver.edu/~lorencobb | |
Affiliation
University of Colorado Denver, Department of Mathematics
http://math.ucdenver.eduDenver, Colorado
Research output
Jump to: Working papersWorking papers
- Cobb, Loren, 1980. "Estimation Theory for the Cusp Catastrophe Model," MPRA Paper 37548, University Library of Munich, Germany, revised 05 Jun 2010.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Cobb, Loren, 1980.
"Estimation Theory for the Cusp Catastrophe Model,"
MPRA Paper
37548, University Library of Munich, Germany, revised 05 Jun 2010.
Cited by:
- Jozef Barunik & Jiri Kukacka, 2015.
"Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 959-973, June.
- Baruník, Jozef & Kukacka, Jiri, 2014. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility," FinMaP-Working Papers 15, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jozef Barunik & Jiri Kukacka, 2013. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility," Papers 1302.7036, arXiv.org, revised May 2013.
- Grasman, Raoul & van der Maas, Han L.J. & Wagenmakers, Eric-Jan, 2009. "Fitting the Cusp Catastrophe in R: A cusp Package Primer," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 32(i08).
- Kukacka, Jiri & Kristoufek, Ladislav, 2020. "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Mohamed M. Mostafa, 2020. "Catastrophe Theory Predicts International Concern for Global Warming," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 709-731, September.
- Lange, Rense & McDade, Sean & Oliva, Terence A., 2001. "Technological choice and network externalities: a catastrophe model analysis of firm software adoption for competing operating systems," Structural Change and Economic Dynamics, Elsevier, vol. 12(1), pages 29-57, March.
- Rosser Jr., J. Barkley, 2007. "The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3255-3280, October.
- Miloslav Vošvrda & Jozef Baruník, 2008. "Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof [Stock market crashes modeling: stochastic cusp catastrophe application]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(6), pages 759-771.
- Gerß, Wolfgang, 2008. "Das Ende der DDR als konsequente mathematische Katastrophe," Duisburger Beiträge zur soziologischen Forschung 1/2008, University of Duisburg-Essen, Institute of Sociology.
- Ding-Geng Chen & Haipeng Gao & Chuanshu Ji, 2021. "Bayesian Inference for Stochastic Cusp Catastrophe Model with Partially Observed Data," Mathematics, MDPI, vol. 9(24), pages 1-9, December.
- Yi-Wen Kuo & Cheng-Hsien Hsieh & Yu-Chen Hung, 2021. "Non-linear characteristics in switching intention to use a docked bike-sharing system," Transportation, Springer, vol. 48(3), pages 1459-1479, June.
- Asti Meiza & Sutawanir Darwis & Agus Yodi Gunawan & Efi Fitriana, 2017. "Quantitative Analysis of the Relationship between Three Psychological Parameters Based on Swallowtail Catastrophe Model," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-6, September.
- Jozef Barunik & Jiri Kukacka, 2015.
"Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 959-973, June.
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