On the Concept of Endogenous Volatility (Q4562460)

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scientific article; zbMATH DE number 6996376
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English
On the Concept of Endogenous Volatility
scientific article; zbMATH DE number 6996376

    Statements

    title
    On the Concept of Endogenous Volatility (English)
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    author
    Orlando Gomes
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    publication date
    20 December 2018
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    Mathematics Subject Classification ID
    91B84
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    62M10
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    62P05
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    zbMATH DE Number
    6996376
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    zbMATH Keywords
    endogenous volatility
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    volatility clustering
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    nonlinear dynamics
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    chartists and fundamentalists
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    periodicity and chaos
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    business cycles
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