VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (Q4528083): Difference between revisions

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+Thomas C. H. Lux
@@ Property / author: Thomas C. H. Lux / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+The Economics of Rumours
@@ Property / cites work: The Economics of Rumours / rank @@
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+A Rational Route to Randomness
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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+Stability with regime switching
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+Time variation of second moments from a noise trader/infection model
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