Volatility cluster and herding (Q1867949): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: cond-mat/0207280 / rank | |||
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| Property / cites work: Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness / rank | |||
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| Property / cites work: AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS / rank | |||
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| Property / cites work: PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS / rank | |||
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| Property / cites work: Q2717138 / rank | |||
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| Property / cites work: Q3998760 / rank | |||
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Latest revision as of 15:18, 5 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility cluster and herding |
scientific article |
Statements
Volatility cluster and herding (English)
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23 April 2003
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stock markets
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waiting time distribution
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