Pages that link to "Item:Q1017068"
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The following pages link to Fat tails and volatility clustering in experimental asset markets (Q1017068):
Displaying 9 items.
- Stable mixture GARCH models (Q528154) (← links)
- Market risk and Bitcoin returns (Q827254) (← links)
- On the role of heterogeneous and imperfect information in a laboratory financial market (Q882613) (← links)
- Price equations with symmetric supply/demand; implications for fat tails (Q1730168) (← links)
- Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
- Information driving force and its application in agent-based modeling (Q2150223) (← links)
- Dynamic instability in generic model of multi-assets markets (Q2270570) (← links)
- Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study (Q2271645) (← links)
- Structural Clustering of Volatility Regimes for Dynamic Trading Strategies (Q5075241) (← links)
