The following pages link to Volatility cluster and herding (Q1867949):
Displayed 5 items.
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Volatility flocking by Cucker-Smale mechanism in financial markets (Q2216409) (← links)
- MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL (Q3606401) (← links)
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) (← links)