VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (Q4528083): Difference between revisions
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Revision as of 09:36, 7 February 2024
scientific article; zbMATH DE number 1558390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS |
scientific article; zbMATH DE number 1558390 |
Statements
VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (English)
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2000
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on-off intermittency
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clustered volatility
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ARCH effects
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simulated time series
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