A nonlinear structural model for volatility clustering (Q3400730)
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scientific article; zbMATH DE number 5666934
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A nonlinear structural model for volatility clustering |
scientific article; zbMATH DE number 5666934 |
Statements
5 February 2010
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volatility clustering
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heterogeneous agents
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time series
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0.8259404301643372
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0.8155375123023987
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0.7964016199111938
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0.7860954999923706
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0.7830650806427002
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