Volatility clustering in financial markets: empirical facts and agent-based models (Q3400731)
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scientific article; zbMATH DE number 5666935
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| English | Volatility clustering in financial markets: empirical facts and agent-based models |
scientific article; zbMATH DE number 5666935 |
Statements
5 February 2010
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volatility clustering
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threshold behavior
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agent-based models
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0.8416754007339478
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0.810272753238678
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0.806610643863678
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0.7860954999923706
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0.7840178608894348
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