AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (Q4502825): Difference between revisions

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+MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Long-range dependence in the conditional variance of stock returns
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+Generalized autoregressive conditional heteroscedasticity
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+The Price Variability-Volume Relationship on Speculative Markets
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+On the stability of the mean-field spin glass broken phase under non-Hamiltonian perturbations
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