Volatility cluster and herding (Q1867949)

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Volatility cluster and herding
scientific article

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    title
    Volatility cluster and herding (English)
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    author
    Friedrich Wagner
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    published in
    Physica A
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    publication date
    23 April 2003
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    zbMATH DE Number
    1900417
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    zbMATH Keywords
    stock markets
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    waiting time distribution
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    arXiv ID
    cond-mat/0207280
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