VGU RESEARCH REPOSITORY
Please use this identifier to cite or link to this item:
https://epub.vgu.edu.vn/handle/dlibvgu/681| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Truong Huynh Sang | en_US |
| dc.date.accessioned | 2020-03-12T17:06:50Z | - |
| dc.date.available | 2020-03-12T17:06:50Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.uri | http://epub.vgu.edu.vn/handle/dlibvgu/681 | - |
| dc.description.abstract | It has been discussed in diverse studies that the financial time series demonstrate the heavy-tailed distribution and volatility clustering, which are considered as stylized facts. While the conventional theorems is floundering in explaining these phenomenon properly, econophysics have contributed their complexity approach in rationalized the conflicts. One of the prominent concepts of Physics which gained attention in financial markets is Self-Organized Criticality. The thesis will mainly discuss this notion and its explanatory power in explaining financial turbulence as well as its application in exploring the system’s dynamics. The empirical work will be a minor critical assessment of the existence of power-law distribution in the tail behavior of the stock returns in Vietnam, which may be explained by self-organized criticality. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Vietnamese-German University | en_US |
| dc.rights | Attribution-NonCommercial 4.0 International | * |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc/4.0/ | * |
| dc.subject | Self-organized criticality | en_US |
| dc.subject | Financial market | en_US |
| dc.title | Self-organized criticality in financial markets research | en_US |
| dc.type | Thesis | en_US |
| item.fulltext | With Fulltext | - |
| item.languageiso639-1 | other | - |
| item.grantfulltext | restricted | - |
| Appears in Collections: | Finance & Accounting (FA) | |
Files in This Item:
| File | Description | Size | Format | Existing users please Login |
|---|---|---|---|---|
| Self-organized criticality in financial markets research.pdf | 1.13 MB | Adobe PDF |
Page view(s)
62
checked on Oct 16, 2025
Download(s)
19
checked on Oct 16, 2025
Google ScholarTM
Check
This item is licensed under a Creative Commons License