VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
LUX, THOMAS, MARCHESI, MICHELEVolume:
3
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024900000826
Date:
October, 2000
File:
PDF, 375 KB
english, 2000