MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
STAUFFER, DIETRICH, DE OLIVEIRA, PAULO M. C., BERNARDES, AMERICO T.Volume:
2
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024999000066
Date:
January, 1999
File:
PDF, 553 KB
english, 1999